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Chantal Labbé

Associate Professor,  Department of Decision Sciences


Chantal Labbé

Contact information

HEC Montréal
3000, chemin de la Côte-Sainte-Catherine
Montréal (Québec)
Canada H3T 2A7

Email: chantal.labbe@hec.ca
Phone: 514 340-6723
Secretary: 514 340-6472
Fax: 514 340-5634
Office: 4.803

Other title(s)

Education

  • M. Sc. (mathématiques), Université de Montréal
  • Ph.D. (Statistics), University of Waterloo

Expertise

  • Stochastic process
  • Probability
  • Financial engineering
  • Portfolio optimization
  • Stochastic optimal control

This selection of supervision activities covers the last five years.

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Master's thesis direction – MSc in Management (1)

In codirection with : GAUTHIER, Geneviève
Credit value adjustment of a portfolio in the context of the dependency between the value of the portfolio and the credit quality of the counterparty , by Forough Ensandoust Ghazvini
January 2017

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Supervised project supervision – MSc in Management (2)

Évaluation du risque de contrepartie (CVA) sur un contrat sur matière première, lorsque la contrepartie en est productrice , by Armand Stéphane Kwenthieu
March 2018

Évaluation du CVA lorsque le sous-jacent du contrat est l'action de la contrepartie , by Jérémy Lemeilleur
September 2017


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