Monday 21st of May 2012
Links :
Our Seminar :

Winter 2012

Fall

March 2
14:30
Mario Ghossoub
University of Montreal
On a Class of Monotone Comparative Statics Problems under Heterogeneous Uncertainty, with an Application to Insurance Concordia
LB-921.04

March 23
13:30
Christiane Lemieux
University of Waterloo
An adaptive premium policy with a Bayesian motivation in the classical risk model UQAM
PK-5115

April 20
14:30-15:30
Matheus Grasselli
McMaster University
An agent-based computational model for bank formation and interbank networks Concordia
LB-921.04
April 20
15:50-16:50
Pietro Millossovich
City University
A Dynamic Programming Algorithm for the Valuation of GMWB Variable Annuities Concordia
LB-921.04

May 2
14:30
Alejandro Balbas
University Carlos III, Madrid
Do classical pricing models allow us to outperform the market portfolio? Concordia
LB-921.04