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
Title: Modélisation de la liquidité et stratégies de couvertures
Two HEC Montréal students, directed by Professor Geneviève Gauthier, have won 2013 University Partnership awards from the Montréal Exchange.
Here are the HEC Montréal students who obtained a scholarship in the competitions held by granting agencies for 2013-2014.
Doctoral student Jean-François Bégin has received an Alexander Graham Bell Canada Graduate Scholarship from the Natural Sciences and Engineering Research Council of Canada (NSERC), worth $35,000 per year and renewable for three years.
Starting June 1, Ms. Geneviève Gauthier, as the new Director of Department of Management Sciences of HEC Montréal, will take charge of Mr. Denis Larocque’ work which is at this position since June 2010.
We want to congratulate three GERAD students who were finalists for the HEC Montréal Mercure Award for the best doctoral thesis of 2012!
Congratulations to Frédéric Godin, Ph.D. student under the supervision of Geneviève Gauthier, who just received a Lieutenant-Governor's Youth Medal.
Michèle Breton, Geneviève Gauthier and Georges Zaccour, Department of Management Sciences, HEC Montréal, will be in sabbatical leave from June 1, 2012 to May 31, 2013. Futhermore, Raf Jans, Department of Logistics and Operations Management, HEC Montréal, will be in sabbatical leave from July 1st to December 31, 2012 and from July 1st to December 31, 2013.
Title: Trois essais en méthodes numériques appliquées à la finance
Othmane Rachid Tahri, un récent diplômé de la M. Sc. (ingénierie financière), est lauréat de la bourse CFA Montréal 2010, d'une valeur de 4 000 $. Ce prix récompense le meilleur mémoire de maîtrise de l'année dans ce domaine.
Mathieu Boudreault, a Ph.D. student directed by Geneviève Gauthier, HEC Montréal and GERAD, received the only bursary under the Girardin-Vaillancourt program of the Desjardins Foundation in the field of economics, finance, administration and management, to allow him to complete his thesis, which he plans to defend in July of next year.