fourniermathieu.com
FournierMathieu.com
http://www.fourniermathieu.com/FournierMathieu.com.Page3.htm
Skip to primary content. Skip to secondary content. Skip to primary content. Skip to secondary content. Futures and Options Markets - RSM 435H1F - Thursdays - L0201 9am-11am WO 25. The course outline in pdf format is available here: Outline. Course Scope and Mission:. This course covers the analysis of derivative instruments such as forwards, futures, swaps and options. By the end of the course, students will have good knowledge of how these contracts work, how they are used and how they are priced.
fourniermathieu.com
FournierMathieu.com
http://www.fourniermathieu.com/index.htm
Skip to primary content. Skip to secondary content. Welcome to Mathieu Fournier's Personal Website. Thank you for visiting Mathieu Fournier's personal website. I am currently on the Job Market. As a PhD candidate from the Rotman School of Management. A recent version of my Curriculum Vitae in pdf format is available here: CV. You can also visit my Rotman webpage by clicking here. Cell Phone: 1 (416) 822-3431. Email: mathieu.fournier09@rotman.utoronto.ca. Professor of Finance - University of Toronto.
kamkui.net
Research interests of Feunou Kamkui
http://www.kamkui.net/publications/index.html
Gaussian Term Structure Models and Bond Risk Premia, Management Science,. Forthcoming. [ WWW. Option Valuation with Observable Volatility and Jump Dynamics, Journal of Banking and Finance. Volume 61, Supplement 2, December 2015, Pages S101-S120. [ Full text. Fourier Inversion Formulas for Multiple Assets Option Pricing, Studies in Nonlinear Dynamics and Econometrics. 2015) Volume 19, Issue 5, Pages 531-559. [ SNDE. Non-Markov Gaussian Term Structure Models: The Case of Inflation, Review of Finance. Measu...
kamkui.net
Research interests of Feunou Kamkui
http://www.kamkui.net/workingPapers/index.html
Time-Varying Crash Risk: The Role of Stock Market Liquidity, (with Peter Christoffersen. Good Volatility, Bad Volatility and Option Pricing, (with Cedric Okou. Affine Term Structure of Risk-Neutral Moments Models, Aug 2015, (with Cedric Okou. Downside Variance Risk Premium, Dec 2014, (with Jahan-Parvar Mohammad. Tractable Term Structure Models: A New Approach, Oct 2015, (with Jean-Sebastien Fontaine. Discrete Choice Term Structure Models: Theory And Applications, August 2010, (with Jean-Sebastien Fontaine.
fourniermathieu.com
FournierMathieu.com
http://www.fourniermathieu.com/FournierMathieu.com.Page2.htm
Skip to primary content. Skip to secondary content. Skip to primary content. Skip to secondary content. Inventory Risk, Market-Maker Wealth, and the Variance Risk Premium (. A pdf version is availabe on SSRN. The Factor Structure in Equity Options (. With Peter Christoffersen, and Kris Jacobs. A pdf version is availabe on SSRN. Option-Implied Equity Correlation Dynamics (. With Peter Christoffersen, and Christian Gourieroux.