Grant: Standard Research Grants
York University
$11,000.00
Implied pricing operators: the debt market
FY 2001-02
Program
Standard Research Grants
Recipient
Location
Ontario, Canada
Recipient Type
Academia
Type
Grant
Source
SSHRC's Expenditures File
As published
Cle
2033
Name nom
Prisman, Eliezer
Role
Applicant
Award amount
11000.00
Fiscal year exercice financier
2001
Institution
York University
Établissement
Université York
Province id
ON
Province en
Ontario
Province fr
Ontario
Competition year
1999
Title
Implied pricing operators: the debt market
Keywords
implicit risk neutral distribution; term structure estimation; arbitrage pricing; duality; high frequency data; derivatives
Program name en
Standard Research Grants
Program name fr
Subventions ordinaires de recherche
Discipline en
Finance, Banking, Insurance
Discipline fr
Finances, assurances, systèmes bancaires
Main discipline en
Management, Business, Administrative Studies
Main discipline fr
Sciences administratives, gestion des affaires et commerce
Area of research en
Financial and Monetary Systems
Area of research fr
Systèmes financiers et monétaires
