Stylianos Perrakis, Concordia University

Research

Read how they describe their research on their Concordia University profile.

Differentiated industries Economic regulation Financial engineering Option pricing Portfolio selection

Latest funding

Liquidity Providers and Market Power in Index Derivatives Markets
SSHRC · 2023 · Co-investigator
$43,220
Crypto 'Money': Medium of Exchange, Store of Value, or Object of Speculation?
SSHRC · 2023 · Co-investigator
$60,739
Stochastic dominance option pricing: extensions and empirical applications
SSHRC · 2011 · Principal investigator
$71,795

All 5 grants and awards

No publications available.

Liquidity Providers and Market Power in Index Derivatives Markets

Co-investigatorSSHRC2023Insight Grants

Principal investigators: Ghanbari, Hamed

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

$43,220

Crypto 'Money': Medium of Exchange, Store of Value, or Object of Speculation?

Co-investigatorSSHRC2023Insight Grants

Principal investigators: Herrenbrueck, Lucas M.

Keywords: monetary economics; liquidity; payments; search frictions; over-the-counter markets; agent-based computational economics; investor sentiments; cryptocurrencies; digital economy

$60,739

Stochastic dominance option pricing: extensions and empirical applications

Principal investigatorSSHRC2011

Principal investigators: Perrakis, Stylianos

Keywords: option pricing; transaction costs; stochastic dominance; empirical tests; stock options

$71,795

Stochastic dominance in option pricing: extensions to corporate finance and stock options in incomplete markets and with transaction costs

Principal investigatorSSHRC2007Standard Research Grants

Principal investigators: Perrakis, Stylianos

Keywords: option pricing; stochastic dominance; incomplete markets; transaction costs

$75,000

Stochastic dominance bounds on option prices under transactions costs: extensions, numerical algorithms and empirical implications

Principal investigatorSSHRC2001Standard Research Grants

Principal investigators: Perrakis, Stylianos

Keywords: option pricing; transactions costs; stochastic dominance

$87,600

From public funding decisions: CIHR since 2008, NSERC since 1991 and SSHRC since 1998 with their latest competition results, the Canada Foundation for Innovation, Genome Canada, the Canadian Space Agency, Canada Research Chairs, the Fonds de recherche du Québec, Ontario research funding, Michael Smith Health Research BC, the Canadian Cancer Society, Heart & Stroke and Brain Canada.

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Applying for

Subject: Prospective PhD student: Differentiated industries Dear Professor Perrakis, 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 differentiated industries connects closely to my own work on [your research topic]. [One or two sentences on what you did and what you learned.] 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]