Mohammed M. Chaudhury, McGill University
Management
Professor
Montreal, Quebec
mo.chaudhury@mcgill.ca
Office:
(514) 398-5927
Expert In
Bio/Research
Professor Chaudhury's recent and ongoing research concerns financial risk measurement and management, liquidity of derivatives and the behavior of asset and derivative prices during the financial crisis. His doctoral research was on empirical testing of the well-known Black-Scholes option pricing...
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Bio/Research
Professor Chaudhury's recent and ongoing research concerns financial risk measurement and management, liquidity of derivatives and the behavior of asset and derivative prices during the financial crisis. His doctoral research was on empirical testing of the well-known Black-Scholes option pricing model. Later works on derivatives include valuation of American futures options, effect of options on the underlying stocks, intermarket futures arbitrage and the market value and risk of interest rate swaps. Previous works also include empirical international asset pricing, seasonal variation in asset returns, econometrics, development of capital markets (in Bangladesh), and absenteeism.
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