Geneviève Gauthier
Member, GERAD
 
      Professor, Department of Decision Sciences, HEC Montréal
              
              Phone: 514 340-5627
            
        Biography
Geneviève Gauthier is a professor in the Department of Decision Sciences at HEC Montréal and holds a PhD in Mathematics from Carleton University in Ottawa. She specializes in financial engineering, with a particular interest in financial econometrics and derivatives. Her research focuses on the development of advanced mathematical models for financial risk management and market modeling. Recognized for her academic contributions, she also collaborates with the financial sector.
Research Axes
Research Applications
Publications
      
        May 2025
      
  
  
    
    Matteo Barbagli, Pascal François, Geneviève Gauthier, and Frédéric Vrins
    
      Journal of Banking & Finance, 174, Paper no: 107414, 2025
      
        
        BibTeX reference
    
  
      
        Mar 2025
      
  
  
    
    Pascal François, Geneviève Gauthier, Frédéric Godin, and Carlos Octavio Pérez Mendoza
    
      Finance Research Letters, 73, Paper no: 106590, 2025
      
        
        BibTeX reference
    
  
      
        Dec 2024
      
  
  
    
    Étienne Bacon, Jean-François Bégin, and Geneviève Gauthier
    
      Quantitative Finance, 24(12), 1875–1882, 2024
      
        
        BibTeX reference
    
  Prizes and awards
                  2022
                
                Best Discussion Award
CDI 2022, 11th Conference on derivatives
                      Canadian Derivatives Institute
                    
                
                  2019 – 2028
                
                Research Professorship in Financial Engineering
                      HEC Montréal
                    
                
                  2018
                
                SSC Award for Impact of Applied and Collaborative Work
                      Statistical Society of Canada (SSC)
                    
                
                  2017
                
                Best Paper Award on Derivatives
"Extracting Latent States from High Frequency Option Prices" (D. Amaya, J.-F. Bégin, G. Gauthier)
                      Northern Finance Association (NFA)
                    
                
                  2012
                
                Best paper award in the Accounting and Finance section
"Credit spreads, recovery rates and bond portfolio risk measures in a hybrid credit risk model" (M. Boudreault, G. Gauthier, T. Thomassin)
                      World Business and Economics Research Conference
                    
                Supervision
                  William Kairouz
                  Master's degree
                
              
                  Peter Veroutis
                  Master's degree
                
              
                  Desislava Siveva
                  Master's degree
                
              
                  Thierry Collins
                  Master's degree
                
               
                
                  Sébastien Legros
                  Master's degree
                
               
                
                  Paul Kelendji
                  Master's degree
                
              
                  Antoine Carufel
                  Master's degree
                
              
                  Étienne Bacon
                  Ph.D.
                
              