Grant: Standard Research Grants
University of Ottawa
$2,400.00
Computational development of two option pricing models using mixtures of lognormals
EF 2000-01
Programme
Standard Research Grants
Bénéficiaire
Emplacement
Ontario, Canada
Type de bénéficiaire
Academia
Type
Grant
Source
SSHRC's Expenditures File
Tel que publié
Cle
1178
Name nom
Ryan, Peter
Role
Applicant
Award amount
2400.00
Fiscal year exercice financier
2000
Institution
University of Ottawa
Établissement
Université d'Ottawa
Province id
ON
Province en
Ontario
Province fr
Ontario
Competition year
1998
Title
Computational development of two option pricing models using mixtures of lognormals
Keywords
Derivative securities; option pricing; index options
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
