Mohammed M. Chaudhury, McGill University

Management Professor Montreal, Quebec mo.chaudhury@mcgill.ca Office: (514) 398-5927

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...

Click to Expand >>

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.

Click to Shrink <<

Links