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.
OpenEdition suggests that you cite this post as follows:
Arthur Charpentier (April 27, 2014). Mathematical Finance Days. Freakonometrics. Retrieved October 8, 2024 from https://doi.org/10.58079/ouvc
Good luck!