Diego Amaya, Wilfrid Laurier University

Research

options price discovery financial markets derivatives market efficiency (1) Corporate Governance (2) Risk (3) Option Prices

Latest funding

Conditional Model-Free Stochastic Discount Factors
SSHRC · 2025 · Co-investigator
$57,500
Price discovery in the option market
SSHRC · 2022 · Principal investigator
$37,789
Price discovery in the option market
SSHRC · 2022 · Principal investigator
$67,641

All 4 grants and awards

Conditional Model-Free Stochastic Discount Factors

Co-investigatorSSHRC2025Insight Grants

Principal investigators: Orlowski, Piotr

Keywords: assset pricing; stochastic discount factor; non-parametric methods; machine learning

$57,500

Price discovery in the option market

Principal investigatorSSHRC2022Insight Grants

Principal investigators: Amaya, Diego

Keywords: options; price discovery; financial markets; derivatives; market efficiency

$37,789

Price discovery in the option market

Principal investigatorSSHRC2022Insight Grants

Principal investigators: Amaya, Diego

Keywords: options; price discovery; financial markets; derivatives; market efficiency

$67,641

Understanding corporate governance effects through option markets

Principal investigatorSSHRC2018Insight Development Grant

Principal investigators: Amaya, Diego

Keywords: (1) Corporate Governance; (2) Risk; (3) Option Prices; (4) Volatility; (5) Informational Asymmetry

$60,940

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

Write to this professor

A short, specific email works best. This draft uses one of their recent papers; replace the parts in brackets with your own details before sending.

Applying for

Mention their SSHRC grant from 2022

Subject: Prospective PhD student: options Dear Professor Amaya, 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 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 "Price discovery in the option market" (2022), 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]