Grant: Standard Research Grants
York University
$58,644.00
Implied valuation operators and arbitrage condition verifications in a variety of markets and products
EF 2005-06
Programme
Standard Research Grants
Bénéficiaire
Emplacement
Ontario, Canada
Type de bénéficiaire
Academia
Type
Grant
Source
SSHRC's Expenditures File
Tel que publié
Cle
7109
Name nom
Prisman, Eliezer Z.
Role
Applicant
Award amount
58644.00
Fiscal year exercice financier
2005
Institution
York University
Établissement
Université York
Province id
ON
Province en
Ontario
Province fr
Ontario
Competition year
2005
Title
Implied valuation operators and arbitrage condition verifications in a variety of markets and products
Keywords
implicit valuation operators; arbitrage pricing; duality; high frequency data; derivatives; structured products; dual trading; reverse mortgages
Program name en
Standard Research Grants
Program name fr
Subventions ordinaires de recherche
Discipline en
Financial Economics
Discipline fr
Économie financière
Main discipline en
Economics
Main discipline fr
Sciences économiques
Area of research en
Financial and Monetary Systems
Area of research fr
Systèmes financiers et monétaires
