Dr. Jean-François Bégin
Asst Prof, Dept of Statistics & Actuarial Science
Financial Econometrics, Actuarial Finance, Financial Engineering
Financial markets and datasets come in all shapes and sizes; accordingly, statistical models and methods used as decision-making tools need to be adapted to the reality of each market. Dr. Jean-François Bégin’s research group uses statistical methods and models to characterize risk in the financial and insurance industries. His versatile research program focuses on both theoretical and empirical aspects of risk assessment, with specific areas of interest that include financial modelling, financial econometrics, filtering methods, high-frequency data, credit risk, and option pricing.