How should capital be allocated for dependent risks?
Mélina Mailhot
- Associate Professor
- Department of Mathematics and Statistics
-
José Garrido
risk theory, actuarial mathematics, ruin theory
-
Cody Hyndman
mathematical finance, computational finance, machine learning
-
Frédéric Godin
financial engineering, mathematical finance, risk management
-
Ketra Schmitt
risk analysis, systems models, technology policy
-
Lea Popovic
probability theory, randomness in the living world, mathematical biology
-
Xintong Han
microeconometrics, applied econometrics, economics of education
-
Ravi Mateti
corporate finance, fixed income analysis, financial derivatives
-
Latha Shanker
financial derivatives, risk management, international banking
-
Pawel Gora
complex dynamic systems, ergodic theory, absolute continuity
-
Bruno Lee
buildings, energy efficiency, energy modeling and optimization
-
Stylianos Perrakis
financial engineering, capital structure, financial markets