Contact information
HEC Montréal
3000, chemin de la Côte-Sainte-Catherine
Montréal (Québec)
Canada H3T 2A7
Email :
Phone :
Secretary:
Fax : 514 340-5634
Office : 4.803
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
Winter 2022
Fall 2021
Winter 2021
Fall 2020
