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 » Conferences (last 5 years)

Recursive approaches for the evaluation of financial derivatives

  -  Ateneo IMUVA, Universidad de Valladolid, Spain, September 27  2012

Investigating Delivery Risk in the U.S. Interest-Rate Futures Market, co-author R. Ben Abdallah

  -  Computing in Economics and Finance, Prague, Czech  Republic, June 27-29 2012

Borrowing and lending: two sides of the financing game

  -   6th International Conference on Game Theory and Management, St-Petersburg, Russia, June 27-29 2012 (plenary)

Option Pricing under Garch with Non Gaussian Innovations co-author S. Serghini-Idrissi

  -   Mathematical Finance Days, Montreal, May 3-4 2012

American Option Pricing Using Exotic Option Optimization co-author A. Boudhina

  -   Mathematical Finance Days, Montreal, May 3-4 2012

Bicubic Spline Approximation for Option Pricing Under Heteroskedastic Asset Returns Dynamics co-author M. Ndoye

  -   Mathematical Finance Days, Montreal, May 3-4 2012

A Game Theoretic Perspective on Bankruptcy Procedures

  -   9th Annual Review of Insolvency Law Conference, Vancouver, February 10 2012 (invited)

Dynamics of Environmental Cooperation, co-author L. Sbragia

  -  15th International Symposium on Dynamic Games and Applications, Byšice, Czech  Republic, July 19-22 2012

  -  First Carribbean Game Theory Conference, Curacao, January 23-25 2012 

  -  Evolutionary Approaches to International Cooperation Workshop, Tillburg Sustainability Center, Tillburg, The Netherlands, May 23-24 2011

International Environmental Agreements with a Dynamic Number of Signatories, co-author S. Garrab

  -  Optimzation Days, Montreal, May 1-9 2012

  -  Optimization Days, Montreal, May 2-4 2011

International Environmental Agreements with Uncertain Environmental Damage and Learning, co-author L. Sbragia

  -  Game Theory and Practice 8, Riverside, California, July 11-12 2011

  -  Towards Global Agreements on Environmental Protection and Sustainability, Exeter, U.K., April 13-15 2011

  -  Second Workshop on Dynamic Games in Economics, Rimini, Italy, December 13-14 2010

  -  Decision Analysis and Sustainable Development, Montreal, September 27-28 2010

·           -   International Symposium of Dynamic Games, Banff, June 20-23 2010

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)

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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