Group for Research in Decision Analysis
397.amayad portrait

Visiting member, GERAD

Professor, Wilfrid Laurier University, Canada


Sep 2006 – Jan 2012
Ph.D., Trois essais sur les méthodes numériques en ingénierie financière
HEC Montréal, Geneviève Gauthier, director

Cahiers du GERAD

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See all 5 publications…


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.

Congratulations to Claudio Contardo, Professor at the Department of Management and Technology at UQÀM, who received the award for young researcher. As well as Diego Amaya, Professor at the Department of Finance at UQÀM, who received the award for the best publication for his article entitled "Does Realized Skewness Predict the Cross-Section of Stock Returns?" published in Journal of Financial Economics.

These awards were obtained during a ceremony that occured on May 14, 2015. For more information, click here.

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