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Patrick Augustin

Desautels achieves second consecutive win at PRMIA

Wed, 2017-04-12 11:44

Congratulations to Desautels undergraduate students: Evan Coulter, Valentyn Litvin, Meagan Prins, and Marina Simonian who won the top prize at the prestigious PRMIA International Risk Management Challenge- marking a second consecutive victory for the Faculty at this competition.

Source Site: /desautels

Desautels undergraduates secure a win at PRMIA Risk Management Challenge

Fri, 2017-03-03 11:45

Congratulations to Desautels BCom students Evan Coulter, Valentyn Litvin, Meagan Prins, and Marina Simonian for winning the PRMIA Risk Management Challenge, marking a third consecutive victory for the Faculty. The team will advance to the International Risk Management Challenge in London, UK on April 7th, 2017 for a chance to win the grand prize of $10,000 USD.

Source Site: /desautels

Exotic Interest Rate Swaps: Snowballs in Portugal

Wed, 2017-02-08 11:06

Authors: Vallee, B.,  Augustin, P.,  Rich, P.

Publications: Harvard Business Publishing 

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Source Site: /desautels

Detecting Illegal Insider Trading

Thu, 2016-12-01 12:51

A few years ago, Preet Bharara, the U.S. Attorney of the Southern District of New York, proclaimed that insider trading is “rampant” in U.S. securities markets, a quote well known to followers of financial markets and securities law. [1] Increased efforts by the U.S. department of Justice (DoJ) and the Securities and Exchange Commission (SEC) have been met with both success and failure. The admission of guilt in the insider indictment of SAC Capital, the well-known hedge fund, can certainly be counted as a victory. In contrast, the case United States vs.

Source Site: /desautels

Real Economic Shocks and Sovereign Credit Risk

Mon, 2016-08-08 13:35

Authors: Augustin, P., Tédongap, R.

Publication: Journal of Financial and Quantitative Analysis

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Source Site: /desautels

Patrick Augustin Awarded 2016 CME Group Foundation Grant

Fri, 2016-05-06 16:18

Detecting Informed Trading in Illiquid Option Markets

Researchers: Augustin, P., Grass, G., and Subrahmanyam, M. G.

Summary of research project:

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Source Site: /desautels

Patrick Augustin awarded 2016 CME Group Foundation Grant: "Detecting Informed Trading in Illiquid Option Markets"

Fri, 2016-04-08 11:12

This research grant is awarded jointly to Patrick Augustin (Desautels), Gunnar Grass (HEC Montreal), Marti G. Subrahmanyam, Charles E. Merril (New York Stern School of Business)

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Source Site: /desautels

Hutchins Roundup: Macroprudential policies, bonus depreciation, and more

Fri, 2016-01-22 10:56

Studies in this week’s Hutchins Roundup find that macroprudential policies that target the cost of bank capital are the most effective way to contain housing booms, bonus depreciation has a significant impact on investment, and more.

Source Site: /desautels

Credit Default Swaps: Past, Present, and Future

Fri, 2015-10-16 13:15

AuthorsAugustin, P., Subrahmanyam, M. G., Tang, D. Y., and Wang, S. Q.

Publications: Annual Review of Financial Economics

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Source Site: /desautels

Professor Patrick Augustin wins Best Paper on Empirical Finance

Fri, 2015-09-25 13:22

Professor Patrick Augustin wins Best Paper on Empirical Finance at the 2015 Northern Finance Association Annual Meeting for his paper "Informed Options Trading prior to M&A Announcements: Insider Trading?" with co-authors Menachem Brenner and Marti G. Subrahmanyam.

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Source Site: /desautels