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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 (2)


BEN AMEUR, Hatem, CHERIF, Rim, RÉMILLARD, Bruno; « Dynamic programming for valuing American options under a variance-gamma process », Journal of Futures Markets, vol. 40, no 10, 2020, p. 1548-1561.

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



This selection of supervision activities covers the last five years.

Winter 2021

MATH 10620
MATH 30600

Fall 2020

MATH 30600

Summer 2020

MATH 30600

Winter 2020

MATH 10620
MATH 30600

Fall 2019

MATH 30600

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