Grant: Standard Research Grants
The University of Calgary
$50,000.00
Pricing non tradable assets, regime switching and real options
EF 2005-06
Programme
Standard Research Grants
Bénéficiaire
Emplacement
Alberta, Canada
Type
Grant
Source
SSHRC's Expenditures File
Tel que publié
Cle
6543
Name nom
Elliott, Robert J.
Role
Applicant
Award amount
50000.00
Fiscal year exercice financier
2005
Institution
The University of Calgary
Établissement
The University of Calgary
Province id
AB
Province en
Alberta
Province fr
Alberta
Competition year
2005
Title
Pricing non tradable assets, regime switching and real options
Keywords
quantitative finance; commodity pricing; term structure; derivative securities; risk; stochastic processes; filtering; estimation
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
