Hatem Ben-Ameur, HEC Montréal

Research

Bankruptcy prediction Corporate bonds Credit risk Financial derivatives Financial engineering Mathematical modelling of financial markets Monte Carlo simulation Numerical approximations

Latest funding

Stochastic dynamic programming for modelling and solving extended multivariate structural models
NSERC · 2018 · Principal investigator
$156,000
Stochastic Dynamic Programming and Monte Carlo Simulation for Valuing Corporate Debts
NSERC · 2013 · Principal investigator
$120,000
Efficiency improvement of stochastic dynamic programs for option pricing
NSERC · 2008 · Principal investigator
$85,000

All 5 grants and awards

Stochastic dynamic programming for modelling and solving extended multivariate structural models

Principal investigatorNSERC2018Discovery Grants Program - Individual

Principal investigators: Ben-Ameur, Hatem

Keywords: Bankruptcy prediction; Corporate bonds; Credit risk; Financial derivatives; Financial engineering; Mathematical modelling of financial markets; Monte Carlo simulation; Numerical approximations; Stochastic dynamic programming; Stochastic processes

$156,000

Stochastic Dynamic Programming and Monte Carlo Simulation for Valuing Corporate Debts

Principal investigatorNSERC2013Discovery Grants Program - Individual

Principal investigators: BenAmeur, Hatem

$120,000

Efficiency improvement of stochastic dynamic programs for option pricing

Principal investigatorNSERC2008Discovery Grants Program - Individual

Principal investigators: BenAmeur, Hatem

$85,000

Efficient procedures in finance based on dynamic programming and Monte Carlo simulation

Principal investigatorNSERC2003Discovery Grants Program - Individual

Principal investigators: BenAmeur, Hatem

$65,000

Nouvelle économie financière (e-finance)

Co-investigatorSSHRC2002INE Collaborative Research Initiative Grants

Principal investigators: Dionne, Georges

Keywords: nouvelle économie financière; e-finance; e-révolution; marché boursier; bourse électronique; globalisation des marchés; régulation; liquidité; segmentation; volatilité; produit dérivé; banque de données de grande dimension; réseau parallèle d'ordinateurs

$3,000,000

From CIHR, NSERC and SSHRC funding decisions: CIHR since 2008, NSERC since 1991 and SSHRC since 1998, including their latest published competition results.

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Applying for

Subject: Prospective PhD student: Bankruptcy prediction Dear Professor Ben-Ameur, My name is [your name], and I am a [your current degree or role] at [your institution]. I am applying for a PhD position starting in [term and year]. Your research on bankruptcy prediction connects closely to my own work on [your research topic]. [One or two sentences on what you did and what you learned.] Are you accepting new PhD students for [term and year]? I have attached my CV and transcripts, and I would be glad to talk at a time that suits you. Thank you for your time. Kind regards, [your name]