Guillaume Roussellet

Guillaume Roussellet is an assistant Professor of Finance at the Desautels School of Business, McGill University since 2017. He obtained a Ph.D. in applied mathematics (econometrics) from Université Paris-Dauphine and CREST (2015) while being part of the Banque de France economics research team, and subsequently spent two years as a Postdoc at New York University. His research interests lie at the intersection of financial econometrics and monetary economics. His main research areas include models of the yield curve, for riskfree or defaultable bonds, from both a statistical and empirical perspective. His work has been featured in the Journal of Econometrics, Management Science, and the Journal of Banking and Finance.