I received a master’s and PhD degree in Financial Engineering from HEC Montreal. Prior to joining Laurier in 2016, I worked as an assistant professor of Finance at the University of Quebec in Montreal.
My research program includes empirical asset pricing, credit risk, and derivative pricing. In recent years, my research has focused on the analysis of high frequency prices.
BU493 Options, Futures, Swaps
BU623 Derivatives and Financial Risk Management
BU493v Investment Strategies