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Rim Cherif

Full-time Lecturer,  Department of Decision Sciences


Rim Cherif

Contact information

HEC Montréal
5255, avenue Decelles
Montréal (Québec)
Canada H3T 2B1

Email: rim.cherif@hec.ca
Phone: 514 340-6940
Secretary: n/a
Fax: n/a
Office: 6.426

Other title(s)

Education

  • Ph. D. (ingénierie financière) en cours, HEC Montréal
  • M. Sc. (ingénierie financière), HEC Montréal
  • Baccalauréat (finance), HEC Carthage

Expertise

  • Financial engineering
  • Lévy process
  • Dynamic programming
  • Bankruptcy prediction
  • Stochastic simulation

Current research

  • Forthcoming

This publication selection covers the last five years.

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Journal articles (1)


BEN AMEUR, Hatem, CHERIF, Rim, RÉMILLARD, Bruno; « American-style options in jump-diffusion models: estimation and evaluation », Quantitative Finance, vol. 16, no 8, Mars 2016, p. 1313-1324.



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