Wednesday 22nd of May 2013
Links :
Our Seminar :

Winter 2013

Fall

January 25
16:00
Maria Victoria Rivas
Columbia University / CES Felipe II
Application of QCRM (Quality Control of Risk Measure) to ORSA (Own Risk Solvency Assessment) Concordia
LB-921.04

March 22
16:00
Brian Hartman
University of Connecticut
Using Model Selection and Prior Specification to Improve Regime-switching Asset Simulations Concordia
LB-921.04

April 19
14:00
Marc-André Lewis
Caisse de dépôt et placement du Québec
Rethinking Risk and Valuation: Lessons Learned from Recent Financial Crises UdeM
AA-5340

May 17
15:30
Julien Trufin
Université Laval
Properties of two risk measures derived from ruin theory UdeM
AA-5340

May 24
15:30
Jesus Marin-Solano
University of Barcelona
Time-Consistent Equilibria in a Consumption, Portfolio and Life Insurance Model with Time-Inconsistent Preferences Concordia
LB-921.04

June 7
14:00
Stefan Thonhauser
HEC Lausanne
-- UQAM
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