Mathematical Finance Days

I will be at HEC Montréal Monday morning and Tuesday, for the Mathematical Finance Days. I will give a talk on Quantiles Estimation from Heavy Tailed Distribution, based on some joint work with Emmanuel Flachaire. I will upload the slides soon…

After lunch, I will be downtown for a crash course on classification trees, at UQaM.

Cite this blog post
Arthur Charpentier (2014, April 27). Mathematical Finance Days. Freakonometrics. Retrieved May 24, 2024, from

One thought on “Mathematical Finance Days”

Leave a Reply

Your email address will not be published. Required fields are marked *

This site uses Akismet to reduce spam. Learn how your comment data is processed.