Grant: Standard Research Grants
HEC Montréal
$18,000.00
Default risk premium and credit derivatives
FY 2009-10
Program
Standard Research Grants
Recipient
Location
Quebec, Canada
Recipient Type
Academia
Type
Grant
Source
SSHRC's Expenditures File
As published
Cle
10126
Name nom
Francois, Pascal
Role
Applicant
Award amount
18000.00
Fiscal year exercice financier
2009
Institution
HEC Montréal
Établissement
HEC Montréal
Province id
QC
Province en
Québec
Province fr
Québec
Competition year
2009
Title
Default risk premium and credit derivatives
Keywords
default risk; market price of risk; bond pricing; credit derivatives; sovereign credit default swap
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