Patrick Augustin

Canada Research Chair in Macrofinance and Derivatives

Tier 2 - 2020-10-01
McGill University
Social Sciences and Humanities Research Council

Research summary

Our modern economic society and the stability of our financial markets are influenced by factors like insider training, new financial technologies and sovereign and corporate credit risk.

Dr. Patrick Augustin, Canada Research Chair in Macrofinance and Derivatives, is studying our financial markets and public institutions to better understand these influences and to form constructive public policies. He and his research team have developed an innovative, powerful analysis technique that harnesses the superior economic and business information offered by derivative securities. By coming up with theoretical models to interpret this information, they hope to address questions about financial markets that have been unanswerable until now.