Students wanted
Would you like to do your PhD in a community of world-renowned researchers? This exciting learning experience will introduce you to university-level research and teaching.
Econometrics of financial and textual data |
DescriptionDevelopment of econometric methods and applications to financial markets, risk management, and asset allocation. |
Supervising professor |
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Real options and energy |
DescriptionDevelopment of dynamic optimization algorithms with hydro-power applications. Machine Learning and Approximate Dynamic Programming. Optimal design of contracts on energy markets. |
Supervising professor |
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Modelling extreme values – Weather derivatives and environmental issues |
DescriptionExplore how modelling of extreme values and modelling of dependence can be applied to weather derivatives and environmental issues. |
Supervising professor |
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Mean Field Games in Energy and Financial Markets |
DescriptionModeling energy and financial markets as large-population dynamic games (more specifically mean field games) and addressing problems such as optimal trading, equilibrium pricing, and contract design. |
Supervising professor |
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Credit risk |
DescriptionEvaluation of counterparts risk, effects of netting and margin call. |
Supervising professor |
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Realized variance and particle filters |
DescriptionModel estimation using high frequency data and filtering approaches. |
Supervising professor |
- Full time
- Part time
- Day
- Evening
- Week-end
- Downtown
- Côte-des-Neiges
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