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»»» Michèle Breton
| Michele.Breton@hec.ca | ||||||
»»» Michèle Breton |
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| »»» Conferences and seminars |
» Conferences (last 5 years) |
Approximation of Dynamic Programs, co-author J. de Frutos - Symposium for Computational Finance, National University of Singapore, Singapore, 28 – 29 June 2010 Great Fish Wars with Asymmetric Players, co-author M. Keoula - 7th Workshop Modelli Dinamici in Economia e Finanza, Urbino, Italy, September 20-22 2012 - 8th International ISDG Workshop, Padova, Italiy, July 21-23 2011 - 7th Spain Italy Netherlands Meeting on Game Theory, Paris, France, July 18-20 2011 - Computational Management science, Vienna, Austria, 28 – 30 July 2010 - 4th World Congress of Environmental and Resource Economists, Montreal, June 28 – July 2 2010 - International Symposium of Dynamic Games, Banff, Canada, 20-23 June 2010 - Optimization Days, Montreal, 10-12 May 2010 - 3rd Workshop on Game theory in energy, ressources and environment, Montreal, 10-11 December 2009 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 Real Option Approach to Clean Development Mechanism Projects, co-author M. Y. Keoula
- 21st meeting of the Canadian Resource and Environmental
Economics, Québec, September 23-25 2011 - Optimization Days, Montreal, May 2-4 mai 2011 - Optimization Days, Montréal, 10-12 May 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 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 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 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 Refinancement optimal et tarification des titres hypothécaires, co-author A. Boudhina - Optimization Days, Montreal, 4-6 May 2009 Resolution of Financial distress Under Chapter 11: A Dynamic Game Approach,co-authors: A. Annabi and P. François - 2011 Annual meeting, Financial Management Association International, Denver, October 19-22 2011 - 11e Conférence annuelle : Les Journées du CIRPÉE, Bécancour, October 7-8 2011 - International Symposium of Dynamic Games, Banff, 20-23 June 2010 - 2nd Financial Risks International Forum on "Risk Management & Financial Crisis", Paris, 19-20 March 2009 - Rimini Centre for Economic Analysis: Workshop on Dynamic Games in Economics, Rimini, 4-5 December 2008 - 2008 FMA European Conference, Praga, 4 June 2008 - Seminar Series, Brock University, 16 May 2008 - 2007 Financial Management Association International Meeting, Orlando, Florida, 17-20 October 2007 - 16th European Financial Management Association Conference, Vienna, Austria, 27-30 June 2007 - Optimization Days, Montréal, 8-10 May 2006 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 - Optimization Days, Montréal, 7-9 May 2007 Dynamic games in finance - 3rd Workshop on Dynamic Games in Management, Montréal, November 25 - 26 2011 (plenary) - Alio-INFORMS 2010, Buenos Aires, 6-9 June 2010 (tutorial) - 13th International Symposium on Dynamic Games and Applications, Wroclaw, Poland, 30 June - 3 July 2008 - Second International Conference on Game Theory and Management, St. Petersburg, Russia, 26-27 June 2008 (tutorial) 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 - Paris International Meeting on Finance, Paris, France, 20-21 December 2007 - 16th European Financial Management Association Conference, Vienna, Austria, 27-30 June 2007 - Optimization Days, Montréal, 7-9 May 2007 Dynamic Models for International Environmental Agreements, co-authors: L. Sbragia and G. Zaccour - 13th Coalition Theory Network Workshop, Venice, 24-25 January 2008 - Workshop on Game Theory in Energy, Resources and Environment, Montréal, 25-26 October 2007 - Sixth International ISDG Workshop, Rabat, Morocco, 5-8 September 2007 - 13th International Conference on Computing in Economics and Finance, Montréal, 14-16 June 2007 - 7th Meeting on Game Theory and Practice, Energy, Environment and Natural Resources, Montréal, 28-30 May 2007 - 9th Workshop on Optimal Control, Dynamic Games and Non-linear Dynamics, Montréal, 7-9 May 2007 Gas Markets, Access Regimes and Investments Incentives, co-author: M. Kharbach - 7th Meeting on Game Theory and Practice, Energy, Environment and Natural Resources, Montréal, 28-30 May 2007 Size Timing using Machine-learning Methods, co-author: T. Mouakhar - Optimization Days, Montréal, 7-9 May 2007 Gas Transportation and Storage and Price Cap Regulation, co-author: M. Kharbach - Workshop on Energy & Environmental Modeling, Montréal, 1st February 2007 |
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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 |
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