TN-17-01
The Performance of Smile-Implied Delta Hedging
Written by Lina Attie

TN 16-03
L’importance du risque de liquidité et sa mesure dans les primes des obligations
Written by Cassandre Antenor-habazac

TN 16-02
Macroeconomic stress-testing of mortgage default rate using a vector error correction model and entropy pooling
Written by Anas Guerrouaz

TN 16-01
Big Data and Risk Management in Financial Markets: A Survey
Written by Francesco Corea

TN 15-01
La crise des subprimes: vers un meilleur encadrement des risques financiers liés à la titrisation des créances
Written by Michèle Patricia Akiobe Songolo

TN 14-03
Tarification de la “Timer Option” à Horizon Fini
Written by Mikael Roger-Tessier

TN 14-01
Forecasting and Hedging Systematic Risk
Written by Denada Ibrushi

TN 13-02
Bayesian Analysis of Consumer Default Using Reversible Jump MCMC
Written by Philippe d’Astous

TN 13-01
OIS/dual curve discounting
Written by Yaovi Gassesse Siliadin

TN-12-01
Robustesse des méthodes de backtesting
Written by Élise St-Aubin Fournier