March 30, 2020
Finance professor receives research grant from Canadian Derivatives Institute
Kansas State University assistant professor of finance Jim Campasano was recently awarded a $15,000 research grant from the Canadian Derivatives Institute.
The grant supports the work of Campasano and his co-author Aurelio Vazquez, which examines the relationship between the spot and forward option prices. They show that there is a trading strategy that takes advantage of this relationship to generate positive returns while hedging market risks.
The grant comes as part of the Canadian Derivatives Institute's annual research support program, which supports the development of research projects in the areas of derivatives, structured finance, financial engineering and risk management.