Grant: Standard Research Grants
The University of Calgary
$23,000.00
Regime switching and quantitative financial modelling
FY 2011-12
Program
Standard Research Grants
Recipient
Location
Alberta, Canada
Type
Grant
Source
SSHRC's Expenditures File
As published
Cle
10144
Name nom
Elliott, Robert J.
Role
Applicant
Award amount
23000.00
Fiscal year exercice financier
2011
Institution
The University of Calgary
Établissement
The University of Calgary
Province id
AB
Province en
Alberta
Province fr
Alberta
Competition year
2009
Title
Regime switching and quantitative financial modelling
Keywords
quantitative finance; regime switching; asset pricing; risk; default; fat-tailed distributions
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
