Grant: Postdoctoral Fellowships
Grantee
$57,000.00
Parametric stochastic dominance in the index options' market; the options' market microstructure and option pricing
EF 2011-12
Programme
Postdoctoral Fellowships
Bénéficiaire
Emplacement
Quebec, Canada
Type
Grant
Source
SSHRC's Expenditures File
Tel que publié
Cle
29877
Name nom
Czerwonko, Michal
Role
Applicant
Award amount
57000.00
Fiscal year exercice financier
2011
Institution
Grantee
Établissement
Bénéficiaire
Province id
QC
Province en
Québec
Province fr
Québec
Competition year
2010
Title
Parametric stochastic dominance in the index options' market; the options' market microstructure and option pricing
Keywords
derivatives pricing; stochastic dominance; market efficiency; index options; numerical methods; market microstructure; microstructure noise; option mispricing
Program name en
Postdoctoral Fellowships
Program name fr
Bourses postdoctorales
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
