Geneviève Gauthier
Member, GERAD
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Professor, Department of Decision Sciences, HEC Montréal
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Three HEC Montréal students, members of GERAD, have been chosen to take part in the NSERC–CREATE Program on Machine Learning in Quantitative Finance and Business Analytics (Fin-ML FONCER).
- Audrey Leduc, MSc in gestion – business intelligence, supervised by Denis Larocque
- Rémi Galarneau-Vincent, PhD in administration – financial engineering, supervised by Geneviève Gauthier
- Ahmadreza Tavasoli, PhD in administration – financial engineering, supervised by Michèle Breton
Michèle Breton, HEC Montréal, from June 1st, 2019 to May 31, 2020
Debbie J. Dupuis, HEC Montréal, from June 1st to December 31, 2019
Geneviève Gauthier, HEC Montréal, from June 1st, 2019 to May 31, 2020
Georges Zaccour, HEC Montréal, from June 1st, 2019 to May 31, 2020
Congratulations to Rémi Galarneau-Vincent, Ph.D. student at HEC Montréal, who has been awarded the Canadian Derivatives Scholarship by the TMX Montréal Exchange. The scholarship is $25 000.
He is directed by professor Geneviève Gauthier of Department of Decision Science from HEC Montréal.
Events
Nir Vulkan – Said Business School, Worcester College & The Oxford Man Institute, Oxford University
Mathieu Boudreault – Professor, Department of Mathematics, Université du Québec à Montréal
Frédéric Vrins – Université catholique de Louvain
Cahiers du GERAD
A model of early-stage finance
In recent years, we have witnessed a mini-revolution around early-stage financing. In some places, like the UK, more money is raised on Equity Crowdfunding...
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Generally, the semiclosed-form option pricing formula for complex financial models depends on unobservable factors such as stochastic volatility and jump int...
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We propose the option realized variance as a new observable covariate that integrates high frequency option prices in the inference of option pricing models....
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