Tony Berrada
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Contact
Tony Berrada
Professeur adjoint / Assistant Professor
HEC Montréal
3000, chemin de la Côte-Sainte-Catherine
Montréal (Québec)
Canada H3T 2A7
Tel: 514 340-6114
Fax: 514 340-5632
Email (work): tony.berrada@hec.ca
Affiliations
HEC Montréal
Service de l'enseignement de la finance / Finance Department
CIRANO
Centre de recherche en e-finance (CREF)
Research
Publications
A Note on the Informational Content of Option Prices Finanzmarkt und Portfolio Management 2000, vol. 14, Nr 3.
An Application of Real Options to an International Capacity Expansion Decision of a Small Company, with P. Pilavachi. (forthcoming) Innovation and Strategy, Flexibility, Natural Resources and Foreign Investment: New Developments and Applications in Real Options Ed. L. Trigeorgis, Oxford University Press.
American Contingent Claims with Stochastic Maturity: Valuation and Applications (forthcoming) Numerical Methods in Finance Ed. H. Ben Ameur and M. Breton, Kluwer Academic Publishers.
Working Papers
Trading Volume in Dynamically Efficient Markets (2004) with J. Hugonnier and M. Rindisbacher
Bounded Rationality and Asset Pricing (2004)
Incomplete Information, Heterogeneity and Asset Pricing (2003)
Systematic Credit Risk and Asset Pricing: Empirical Study on the US stock Market (2002) with R. Gibson and N. Mougeot