Mathematical Finance This workshop is intended for MSc
and PhD students in financial
Workhop engineering or quantitative finance.
Atelier en finance
Topics covered include:
mathématique stochastic volatility
GARCH models
change of measure/numeraire
31 mai – 1er juin 2011 characteristic functions
Lieu / venue: HEC Montréal inverse Fourier transform
Feynman-Kac theorem
Gaussian quadratures
Animateur / leader: Taylor/Edgeworth expansions.
Nabil Tahani, York University
The language of the workshop will be
English
Organized by / organisé par
To register, contact / pour s’inscrire, contacter
michele.breton@hec.ca
Detailed program / Programme détaillé