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
Sébastien Legros
Master's degree
Thierry Collins
Master's degree
Paul Kelendji
Master's degree
Étienne Bacon
Ph.D.
Henrique Costa
Master's degree
