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Member's Details
Associate Fellows
Email
genevieve.gauthier@cirano.qc.ca
University
HEC Montréal
514 340-5627
514 340-5634
Function(s)
Ph.D., Mathematics, Carleton University
Full Professor
Department of Decision Sciences
HEC Montréal
Domain(s) of interest
Stochastic Calculus, Probability and Statistic, Mathematical Modelling, Financial Engineering, Pricing, Risk Management, Credit Risk
Biography
Geneviève Gauthier has a Ph.D. in mathematics from Carleton University, and is full professor in the Department of Decision Sciences at HEC Montréal. Her main fields of research are differential stochastic calculation, stochastic processes,derivatives (finance), financial modelling and financial...

List of scientific publications at CIRANO by Geneviève Gauthier

Code Publications
99s-15 WP Jin-Chuan Duan, Evan Dudley, Geneviève Gauthier et Jean-Guy Simonato. Pricing Discretely Monitored Barrier Options by a Markov Chain

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