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.
Publications in refereed journals.
Articles submitted to refereed journals.