Hamed Ghanbari, University of Lethbridge

Research

index options spxw weeklys stochastic arbitrage market makers

Latest funding

Liquidity Providers and Market Power in Index Derivatives Markets
SSHRC · 2023 · Principal investigator
$43,220
Liquidity Providers and Market Power in Index Derivatives Markets
SSHRC · 2023 · Principal investigator
$19,452

All 2 grants and awards

Liquidity Providers and Market Power in Index Derivatives Markets

Principal investigatorSSHRC2023Insight Grants

Principal investigators: Ghanbari, Hamed

Keywords: index options; spxw; weeklys; stochastic arbitrage; market makers

$43,220

Liquidity Providers and Market Power in Index Derivatives Markets

Principal investigatorSSHRC2023Insight Grants

Principal investigators: Ghanbari, Hamed

Keywords: index options; spxw; weeklys; stochastic arbitrage; market makers

$19,452

From CIHR, NSERC and SSHRC funding decisions: CIHR since 2008, NSERC since 1991 and SSHRC since 1998, including their latest published competition results.

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Mention their SSHRC grant from 2023

Subject: Prospective PhD student: index options Dear Professor Ghanbari, My name is [your name], and I am a [your current degree or role] at [your institution]. I am applying for a PhD position starting in [term and year]. Your research on index options connects closely to my own work on [your research topic]. [One or two sentences on what you did and what you learned.] I also saw your SSHRC-funded project "Liquidity Providers and Market Power in Index Derivatives Markets" (2023), and I would be glad to contribute to work in that direction. Are you accepting new PhD students for [term and year]? I have attached my CV and transcripts, and I would be glad to talk at a time that suits you. Thank you for your time. Kind regards, [your name]