yaovi-gassesse.siliadin@hec.ca
Local : 4.853
Téléphone : 514 340-6053 (6929)
Site Web : https://sites.google.com/site/yaovigassessesiliadin/
Siliadin Y. G. under the supervision of Breton M. (2013), « OIS/Dual curve discounting », Technical note NT-13-01, Montreal Institute of Structured Finance and Derivatives.
Anyanwu, John C; Siliadin, Y. Gassesse: Okonkwo, Ejikeme (2012), « Role of Fiscal Policy in Tackling the HIV/AIDS Epidemic in Southern Africa », Working Paper Series N° 148, African Development Bank, Tunis, Tunisia.
The heterogeneity bias, 5th CEQURA Conference on Advances in Financial and Insurance Risk Management, Munich, Allemagne. 1-2 Octobre, 2014
On the heterogeneity of credit rating categories and the calibration of structural models, 56th Canadian Operational Research Society, Annual Conference, Ottawa, Canada. 26-28 Mai, 2014.
On the heterogeneity of credit rating categories and the calibration of structural models, Journées de la finance mathématique, Montréal, Canada. 28-29 Avril, 2014.
A dynamic programming approach for pricing bonds with embedded options under the two-factor Gaussian model, Journées de la finance mathématique, Montréal, Canada. 29-30 Avril, 2013.
A dynamic programming approach for pricing bonds with embedded options under the two-factor Gaussian model, 10th International Conference on Computational Management Science, Montréal, Canada. 1-3 Mai, 2013.
Role of Fiscal Policy in Tackling the HIV/AIDS Epidemic in Southern Africa, Workshop de clôture du Séminaire Modélisation et Analyse Statistique et Economique, Ecole polytechnique de Tunisie, Tunis, Tunisie, 22 Juin 2012.
