Professor Nabil Tahani received his PhD in Finance from HEC Montréal. He also has an Engineering degree in Applied Mathematics and Computer Science from the École Nationale des Ponts et Chaussées, Paris, a MSc in Probability and Finance from Pierre and Marie Curie University, Paris, and a MSc in Mathematical Modeling in Economics from La Sorbonne, Paris.

Research Interests

Current Research Projects

Professor Nabil Tahani received his PhD in Finance from HEC Montréal. He also has an Engineering degree in Applied Mathematics and Computer Science from the École Nationale des Ponts et Chaussées, Paris, a MSc in Probability and Finance from Pierre and Marie Curie University, Paris, and a MSc in Mathematical Modeling in Economics from La Sorbonne, Paris.

In his doctoral dissertation, Professor Tahani investigated topics in credit risk and credit derivatives. He proposed continuous- and discrete-time stochastic volatility frameworks for pricing derivative products on mean-reverting assets, with applications to credit spread options. His current research interests include derivatives pricing, credit risk and more generally financial engineering problems, as well as personal finance and retirement planning. He has published in the Journal of Futures Markets (lead article), the Journal of Derivatives, the Multinational Finance Journal and the Financial Services Review. He has recently won the CFP Board Outstanding Financial Planning Paper Award at the Academy of Financial Services 2007 conference in Orlando (for a joint paper with prof. Chris Robinson). He has presented his work at several conferences and university seminars in Australia, Canada, the Czech Republic, France, Greece, Italy, Japan, Spain, the UK and the United States.

Professor Tahani has taught several courses in different business departments, such as derivative securities, corporate finance, financial mathematics, probability, statistics, optimization and linear algebra. He is the recipient of the 2007-08 Atkinson Dean's Award for Excellence in Teaching, and the 2009-10 School of Administrative Studies Teaching Award.

Degrees

Research Interests