Grant: Postgraduate Scholarships - Doctoral
HEC Montréal
$21,000.00
Estimation of Financial Models Using Option Returns
EF 2023-24
Résumé
Option returns, Particle filter, Discrete nonlinear filter, Parameter estimations, Monte Carlo simulation, Implicit dependence, Maximum likelihood estimation
Programme
Postgraduate Scholarships - Doctoral
Bénéficiaire
Emplacement
Quebec, Canada
Type de bénéficiaire
Academia
Type
Grant
Source
NSERC's Awards Data
Tel que publié
Application id
579788-2023
Name nom
Bacon, Étienne É
Department département
Sciences de la décision
Organization id
65
Institution établissement
HEC Montréal
Province en
Québec
Province fr
Québec
Country en
CANADA
Country fr
CANADA
Fiscal year exercice financier
2023
Competition year année de concours
2023
Award amount
21000
Program id
PGSD
Program name en
Postgraduate Scholarships - Doctoral
Program name fr
Bourses d'études supérieures - doctorat
Group en
RESEARCH TRAINING AND TALENT DEVELOPMENT
Group fr
FORMATION EN RECHERCHE ET PERFECTIONNEMENT DES COM
Committee code
177
Committee name en
S&F Selection Committee for Mathematical Sciences
Committee name fr
Comité de sélection des bourses en mathématiques
Area of application code
9999
Area of application group en
Not available
Area of application group fr
Non disponible
Area of application en
Not available
Area of application fr
Non disponible
Research subject code
9999
Research subject group en
Not available
Research subject group fr
Not available
Research subject en
Non disponible
Research subject fr
Non disponible
Application title
Estimation of Financial Models Using Option Returns
Application summary
Option returns, Particle filter, Discrete nonlinear filter, Parameter estimations, Monte Carlo simulation, Implicit dependence, Maximum likelihood estimation
