Case Studies

  1. Augustin P., M. Brenner, M. G. Subrahmanyam, and D. Tomio (2021), The Terpins Brothers and the Heinz Takeover: A Case Study of Insider Trading in Options, Darden Business School Case Studies.
  2. Augustin P., B. Vallee, and P. Rich (2017), Exotic Interest Rate Swaps: Snowballs in Portugal, Harvard Business School Teaching Note 218-018.

Courses

  • McGill University, Desautels Faculty of Management
    • B.Com. FINE 448 – Financial Derivatives, Fall 2013/2018/2019/2020, Winter 2015/2016/2017/2018
    • MBA FINE 639 – Derivatives and Risk Management, Winter 2015/2016/2017, Fall 2019
    • MMF FINE 682 – Derivatives, Winter 2020
    • PhD FINE 710 – PhD Seminar on Credit Default Swaps; Fall 2018
    • BUSA 400 – Independent Studies in Management, Summer 2014/2016, Winter 2017
  • New York University, Stern School of Business
    • Executive MBA – Futures and Options, Guest Lecturer; Spring 2014
    • PhD B40.3328 – PhD Seminar on Credit Default Swaps, Co-instructor; Fall 2015
    • M.Sc. Risk Management – Derivatives and Liquidity, Spring 2017, 2018
    • M.Sc. Global Finance – Market Risk Management; Summer 2018
  • University of California Los Angeles, Anderson School of Management
    • MFE – Special Topics in Financial Engineering: Credit Markets, Fall 2021/2022
  • University of Sydney, Stern School of Business
    • Lectures on Credit Risk & Credit Default Swap Spreads; December 2019
    • Reduced-from Sovereign Credit Risk Pricing In General Equilibrium Models, Guest Lectures; December 2019
  • Luxembourg School of Finance
    • PhD Reduced-form Credit Risk Pricing & Topics in Sovereign Credit Risk, Spring 2022
    • Master in Wealth Management – Derivatives, Spring 2015/2016/2017/2018
    • Executive Master in Wealth Management – Derivatives, Spring 2015
    • Master of Science in Banking and Finance – Risk Management, Spring 2016/2017
  • Stockholm School of Economics
    • PhD403 – Empirical Asset Pricing, Guest Lecturer; Spring 2011
    • M.Sc. 4321 – Risk Management, Teaching Assistant; Spring 2013
    • M.Sc. 4304 – Econometric Modeling of Asset Prices, Teaching Assistant; Spring 2011
    • B.Sc. 641 – Fundamentals of Finance, Derivatives, Teaching Assistant; Autumn 2009, Autumn 2010
  • Luxembourg Banking Training Institute (IFBL)
    • The Basics of Derivatives, Lecturer; Autumn 2008