Dr Olga PAKULYAK

Assistant Professor

Department : Finance and Accounting

Nationalities :

Teaching

  • Financial Mathematics
  • Principals of Finance
  • Financial Tool Box
  • Quantitative Finance
  • Financial Risk Management
  • Opérations Financières

 

Qualifications

  • Ph.D “Finance”, University of Rennes 1, IGR-IAE of Rennes, France (2019)
  • M.Res. “Advanced studies and research in finance”,
  • University of Rennes 1, IGR-IAE of Rennes, France (2015)
  • M.Sc. “Computational Mathematics and Cybernetics”, Moscow State University, Russia (2012)

 

Research interests

  • Term structure of interest rates
  • Fixed income securities market
  • Inflation-protected securities
  • Government bonds
  • Yield curve models

 

Work Experience

 

Academic

  • Assistant Professor, Finance & Accounting Academic Area, Rennes School of Business (September 2021 – Present)
  • Assistant Lecturer and Researcher, IUT Saint-Malo / Univ. Rennes 1 (2018 – 2021), Saint-Malo, France
  • Instructor and Teaching Assistant, Univ. Rennes 1’s Grade School of Management (2016 – 2018), Rennes, France

 

Intellectual contributions

Refereed Articles – Basic or Discovery Scholarship

  • Grishchenko O., Moraux F., Pakulyak O. (2020) «Fuel up with OATmeals! The case of the French nominal yield curve», The Journal of Finance and Data Science, vol. 6, pp. 49-85

 

Presentations of Refereed Papers

International

  • Grishchenko O., Moraux F., Pakulyak O. (2019, December) «French inflation-protected government bonds» presented at the 7th Paris Financial Management Conference, Paris, France.
  • Grishchenko O., Moraux F., Pakulyak O. (2019, June) «The Term Structure of the French Nominal government Debt» presented at the 36th French Finance Association (AFFi) annual meeting, Québec, Canada.
  • Grishchenko O., Moraux F., Pakulyak O. (2016, May)«Pricing the government bonds in Euro area: which term structure of interest rates model performs the best?»presented at the 23rd Forecasting Financial Markets International Conference, Hannover, Germany.