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



This selection of supervision activities covers the last five years.

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Supervised project supervision – MSc in Management (1)

In codirection with : SOMRANI, Ferdaous
Création de cas intégrateurs pour le cours Introduction à l'exploitation de données textuelles au certificat en analytique d'affaires , by Joël Forget
September 2021

Winter 2021

MATH 10620
MATH 30600

Fall 2020

MATH 30600

Summer 2020

MATH 30600

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