Patrick Augustin

Professor Augustin wins 2014 FNR Award for Outstanding PhD Thesis

Published: 15Jul2014

Professor Patrick Augustin has won the 2014 FNR Award for Outstanding PhD Thesis 2014 given by the Luxembourg National Research Fund (FNR) for his thesis entitled, “Essays on Sovereign Credit Risk...

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...

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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