Cahiers du GERAD
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.
A scientific paper co-authored by Professor Geneviève Gauthier and her colleagues Professors Diego Amaya, of Wilfrid Laurier University, and Jean-François Bégin, of Simon Fraser University, won the Best Paper Award in the "Best Paper on Derivatives" category at the annual Conference of the Northern Finance Association (NFA) in Halifax last month.
The paper, entitled Extracting Latent States from High Frequency Option Prices, was chosen for its scientific quality, beating out dozens of other entries from around the world.
Nir Vulkan – Said Business School, Worcester College & The Oxford Man Institute, Oxford University, United Kingdom
Mathieu Boudreault – Department of Mathematics, Université du Québec à Montréal, Canada
Frédéric Vrins – Université catholique de Louvain, Belgium