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»»» Michèle Breton
| Michele.Breton@hec.ca | ||||||
»»» Michèle Breton |
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| »»» Conferences and seminars |
» Conferences (last 5 years) |
A Spectral Method for Option Pricing under GARCH, co-authors J. de Frutos and S. Serghini-Idrissi - Mathematical Finance Days 2011, IFM2, Montreal, May 9-10 2011 - Optimization Days, Montreal, May 2-4 mai 2011 - MITACS /CORS Joint annual meeting, Edmonton, Canada, 25-28 May 2010 - Mathematical Finance Days, Montreal, 13-14 May 2010 - Optimization Days, Montréal, 10-12 May 2010 A Spectral Dynamic Programming Application for Pricing Derivatives, co-authors J. de Frutos and S. Serghini Idrissi - 9th conference on Operations Research, Havana, Cuba, 22-26 February 2010 - Optimization Days, Montreal, 4-6 May 2009 Pricing the CBOT T-Bond Futures with empirical application, co-authors R. Ben Abdallah and H. Ben Ameur - 16th International Conference on Computing in Economics and Finance, London, U.K., July 15–17 2010 - 17th Annual Conference of the Multinational Finance Society, Barcelona, Spain, 27 – 30 June 2010 - 2010 Southwestern Finance Association Annual Meeting, Dallas, Texas, 2-6 March 2010 - Third annual Risk Management Conference, Singapore, 16-18 July 2009 - Third International Conference on Asia-Pacific Financial Markets, Seoul, Corea, 6 December 2008 Approximation of Dynamic Programs, co-author J. de Frutos - Symposium for Computational Finance, National University of Singapore, Singapore, 28 – 29 June 2010 A Risk Based Project-to-Organization Matching System Using the Analytic Hierarchy Process, co-author F. Mafakheri - Decision Sciences Institute 40th Annual Meeting, New Orleans, USA, 14-17 November 2009 A Two Stage Multiple Criteria-dynamic Programming Approach for Supplier Selection-order Allocation, co-author F. Mafakheri - INFORMS Annual Meeting, San Diego, USA, 11-14 October 2009 Farsightedness in a Coalitional Great Fish War, co-author: M. Keoula - 7th International ISGG Workshop, Djerba, Tunisia, 1-3 July 2009 - 2nd Workshop on Dynamic Games in Management Science, Valladolid, Spain, 29-30 June 2009 - 17th Annual Conference of the European Association of Environmental and Resource Economists, Amsterdam, Netherlands, 24-27 June 2009 - Canadian Economics Association, Toronto, 28-31 May 2009 - Second Workshop on Game Theory in Energy, Resources and Environment, Montreal, 20-21 November 2008 Refinancement optimal et tarification des titres hypothécaires, co-author A. Boudhina - Optimization Days, Montreal, 4-6 May 2009 International Environmental Agreements and R&D Linkage, co-author L. Sbragia - Second Workshop on Game Theory in Energy, Resources and Environment, Montreal, 20-21 November 2008 Option Pricing under GARCH Processes by PDE Methods, co-author: J. de Frutos - IFORS 2008, Sandton, South Africa 13-18 July 2008 - Workshop on Dynamic Games and Application, Montréal, 2-3 May 2008 Option Pricing under GARCH (1,1) and Normal Inverse Gaussian Distribution, co-authors: H. Ben Ameur and A. Radhouane - CORS / Optimization Days Joint meeting, Québec, 12-14 May 2008 Pricing Barrier Options under GARCH, co-authors: H. Ben Ameur and S. Ben-Khelil - CORS / Optimization Days Joint meeting, Québec, 12-14 May 2008 Mutual Fund Competition in the Presence of Dynamic Flows, co-authors: J. Hugonnier and T. Masmoudi A model of Strategic Competition between Mutual Funds, co-authors: J. Hugonnier and T. Masmoudi - Workshop on Dynamic Games and Application, Montréal, 2-3 May 2008 - Small Open Economies in a Globalized World, Rimini, 29 August – 2 September 2006 An Analysis of the True Notional Bond System Applied to the CBOT T-Bond Futures, co-authors: R. Ben Abdallah and H. Ben Ameur - Mathematical and Statistical Methods for Actuarial Sciences and Finance, Venice, Italy, 27-29 March 2008 - 4th Melbourne Derivatives Research Group Conference, Melbourne, Australia, 19 March 2008 Dynamic Models for International Environmental Agreements, co-authors: L. Sbragia and G. Zaccour - 13th Coalition Theory Network Workshop, Venice, 24-25 January 2008 |
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» Training seminars (last 5 years) |
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Numerical techniques for derivatives pricing - IFM2 training seminar, June 2012 - Deloitte Annual meeting, June 2011 Power Plant Optimization (Overseas Power Plant Management Training Program · - China Yangtze Power Corp., Montreal, November 2010, October 2011 Risk Analysis (Energy Management Development Program) - Jilin Electric Power Corp., Changchun, July 2010 - China Guodian Group Co., Ningbo, May 2008 - Sechuan Electric Power Corporation, Chengdu, June 2007, June 2011 Risk Analysis in the Energy Sector (Energy Management Development Program) - Naftogaz, Annaba, Algeria, February 2008, Oran, Algeria, January 2010 - Entreprise Tunisienne d'activités pétrolières (ETAP), Tunis, January 2011 Risk Analysis (PROGRAMA EJECUTIVO DE CAPACITACION PARA EL SECTOR ENERGIA ) - Instituto Technologico Autonomo de México, Mexico, August 2008, November 2011, November 2012, November 2013 |
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