Patrick Augustin

Desautels achieves second consecutive win at PRMIA

Published: 12Apr2017

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...

Desautels undergraduates secure a win at PRMIA Risk Management Challenge

Published: 3Mar2017

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...

Exotic Interest Rate Swaps: Snowballs in Portugal

Published: 8Feb2017

Authors: Vallee, B.,  Augustin, P.,  Rich, P. Publications: Harvard Business Publishing  Abstract:

Detecting Illegal Insider Trading

Published: 1Dec2016

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...

Real Economic Shocks and Sovereign Credit Risk

Published: 8Aug2016

Authors: Augustin, P., Tédongap, R. Publication: Journal of Financial and Quantitative Analysis Abstract: 

Patrick Augustin Awarded 2016 CME Group Foundation Grant

Published: 6May2016

Detecting Informed Trading in Illiquid Option Markets Researchers: Augustin, P., Grass, G., and Subrahmanyam, M. G. Summary of research project:

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

Published: 8Apr2016

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) Abstract: 

Hutchins Roundup: Macroprudential policies, bonus depreciation, and more

Published: 22Jan2016

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...

Credit Default Swaps: Past, Present, and Future

Published: 16Oct2015

Authors: Augustin, P., Subrahmanyam, M. G., Tang, D. Y., and Wang, S. Q. Publications: Annual Review of Financial Economics

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