Clarence Simard

Professeur

Courriel : simard.clarence@uqam.ca

Téléphone : (514) 987-3000 poste 5287

Local : PK-5635

Langues : Français, Anglais

Liens d'intérêt

Informations générales

Ph.D. Mathématiques, Université de Montréal.
M.Sc. Ingénierie financière, HEC Montréal.

Enseignement

Calcul i (2024, 2022)
Mathematiques de la finance actuarielle ii (2024, 2022, 2020)
Complements de mathematiques (2023, 2022, 2021, 2020, 2019)
Calcul stochastique applique (2023)
Methodes stochastiques en finance i (2023, 2020, 2019)

Mémoires

Articles scientifiques

Simard, C. Martingale decomposition of a L2 space with nonlinear stochastic integrals. Journal of Applied Probability, 56(4).
Notes: (À paraître)
Augustinyak, M., Godin, F. et Simard, C. (2019). A profitable modification to global quadratic hedging. Journal of Economic Dynamics and Control, 104, 111–131. http://dx.doi.org/10.1016/j.jedc.2019.05.008.
Simard, C. et Rémillard, B. (2019). Pricing European Options in a Discrete Time Model for the Limit Order Book. Methodology and Computing in Applied Probability, 21(3), 985–1005. http://dx.doi.org/10.1007/s11009-017-9610-3.
Augustyniak, M., Godin, F. et Simard, C. (2016). Assessing the effectiveness of local and global quadratic hedging under GARCH models. Quantitative Finance. http://dx.doi.org/10.2139/ssrn.2795785.
Simard, C. et Rémillard, B. (2015). Forecasting time series with multivariate copulas. Dependence modeling, 3(1), 59–82. http://dx.doi.org/10.1515/demo-2015-0005.

Autres publications

Simard, C. (2014). General Model for Limit Order Books and Market Orders. http://dx.doi.org/10.2139/ssrn.2435198