2002 | 2003 | 2004 | 2005 | 2006 | 2007 | 2008 | 2009 | 2010 | 2011 | 2012 | 2013
| Dates | Subject | Collaborators |
|---|---|---|
| March 17-18 |
Option Pricing and Risk Management in Complete and incomplete markets | Eric Lüders, Université Laval |
| April 8 |
Carreer Day | PRMIA / McGill University |
| April 21-22 |
Collaterized Debt Obligationsand other multi-name products | Jan Ericsson, McGill |
| April 29-30 |
Second International workshop (Quebec city) Simulation Based and Finite Sample Inference in Finance II | Marie-Claude Beaulieu, Université Laval |
| May 12-13 |
Incomplete Markets, Transactions Costs and Stochastic Dominance : A New Approach to Option Pricing | Stylianos Perrakis, Concordia |
| June 2-3 |
Second international workshop on Global Asset Management | Vihang Errunza, McGill |
| October 14 |
Second conference on Hedge Funds | Komlan Sedzro, UQAM |
| November 17-18 |
Simulations Monte Carlo appliquées à la finance | Geneviève Gauthier, HEC Jean-Guy Simonato, HEC |
For more informations, please contact:
Denise Morin
Institut de finance mathématique de Montréal (IFM2)
Tel : (514) 987-0409
Fax :(514) 987-3071
Email : ifm2@uqam.ca