Economics |
Eric Renault
The Department is pleased to
announce the appointment of Eric Renault as the Henry A Latane Distinguished
Professor of Economics. Professor Renault received his Masters in Economics
and Statistics from ENSAE, Paris and his PhD in Applied Mathematics for Social
Sciences from Paris University Dauphine. He currently holds the Canada
Research Chair in Financial Econometrics at the University of Montreal and is
a fellow of the Econometric Society.
Professor Renault is widely known for his research in econometrics with a particular focus on financial econometrics. His work has appeared in a number of journals including the Journal of Econometrics, the Journal of the Royal Statistical Society, Econometric Theory, Econometrica, and Mathematical Finance. He is founding co-editor of the Journal of Financial Econometrics and an associate editor of several econometrics journals including Econometrica and the Journal of Econometrics.
In the fall of 2004, Professor Renault will be teaching an advanced graduate econometrics course and in the following spring will teach a course in continuous-time finance.