Cahiers du GERAD
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.
PhD student Gabrielle Trudeau has just received a major scholarship for her research into energy commodities. The $25,000 scholarship is awarded annually by the Montréal TMX exchange to a doctoral student conducting innovative research into derivatives.
November 11, 2016
Title: Four essays on applications of filtering methods in finance
Geneviève Gauthier – Department of Decision Sciences, HEC Montréal, Canada
Elise Gourier – Paris School of Economics, France