Jean-François Bégin

Assistant Professor
Department of Statistics and Actuarial Science
Simon Fraser University

Thank you for visiting my home page. I am an Assistant Professor of Actuarial Science at Simon Fraser University. I am also a fellow of the Society of Actuaries. My research interests include financial modelling, financial econometrics, filtering methods, high-frequency data, credit risk, and option pricing. Before joining SFU, I completed my PhD at HEC Montréal under the supervision of Geneviève Gauthier.

Education

Teaching

  • Introduction to Financial Mathematics
    Simon Fraser University, ACMA 340, Spring 2018
  • Models for Financial Economics
    Simon Fraser University, ACMA 440, Fall 2017
  • Monte Carlo Simulation
    HEC Montréal, 6-601-09, Spring 2016
  • Probability
    HEC Montréal, 1-613-07, Fall 2014
  • Life Contingencies 1
    Université de Montréal, ACT 2250, Summer 2012