Nicolas Mougeot

Biography

Nicolas joined John Molson School of Business in 2017 as an assistant professor of finance (LTA). He received his PhD from the University of Lausanne and the Swiss Finance Institute (previously FAME Institute). He has also taught at Imperial College, London and HEC Lausanne. 
Before he joined JMSB, Nicolas has worked in the industry for 17 years in London, Paris, New York City and Montreal, including as head of market analysis and portfolio construction at CDPQ (Montreal) and managing director and global head of equity derivatives and quantitative strategy at Deutsche Bank (London, Paris, New York City). His academic research has been published in the Journal of Banking and Finance while his practitioner's research has been recognized by numerous awards (Research House of the Year by Risk Magazine, #1 ranking by Institutional Investors Europe)

FINA 410: Investment Analysis

FINA 412: Options and Futures

The Synthetic Cost of Liquidity

Working paper, 2017

Monetary Policy and Equity Valuation

Work in progress, 2018

The Pricing of Options on Dividend Futures

Work in progress, 2018

The pricing of systematic liquidity risk: Empirical evidence from the US stock market

With Pr. Rajna Gibson, Journal of Banking and Finance, 2004