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Professor of Financial & Actuarial Mathematics

Manuel Morales, PhD

COURSES

I am currently an Associate Professor in the Department of Mathematics and Statistics at the University of Montreal.
My specialization is in Financial and Actuarial Mathematics and my general research interests are in the fields of Mathematical Finance and Risk Theory.

On the Capital Allocation Problem for a New Coherent Risk Measure in Collective Risk Theory

Maximum likelihood estimation of the Markov-switching GARCH model based on a sequential recombinatio

On the depletion problem for an insurance risk process: new non-ruin quantities in collective risk t

Multivariate Data-based Risk Measures

On the Price of Risk of the Underlying Markov Chain in a Regime-Switching Exponential Lévy Model

Cours ACT3282: Laboratoire des Mathématiques Financières

Cours ACT3282: Laboratoire des Mathématiques Financières

Cours ACT6230/ACT3230: Finance Mathématique

Cours ACT6230/ACT3230: Finance Mathématique

Cours MAT6240: Évaluation des Produits Dérivés

Cours MAT6240: Évaluation des Produits Dérivés

STUDENT SUPERVISION

I am currently an Associate Professor in the Department of Mathematics and Statistics at the University of Montreal.
My specialization is in Financial and Actuarial Mathematics and my general research interests are in the fields of Mathematical Finance and Risk Theory.

Cours ACT3282: Laboratoire des Mathématiques Financières

Cours ACT3282: Laboratoire des Mathématiques Financières

Cours ACT6230/ACT3230: Finance Mathématique

Cours ACT6230/ACT3230: Finance Mathématique

Funding Agencies

Industrial Partners

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