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Eliezer Z. Prisman

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Eliezer Z. Prisman

Eliezer Z. Prisman

Professor of Finance and the Nigel Martin Chair in Finance

MSc & DSc (Technion, Israel)
BA (Hebrew, Israel)
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  • Contact Information

    eprisman@yorku.ca

    (416) 736-2100 ext. 77948

    Office: Room N204D, SSB

    Area(s) of Expertise

    • Finance

    Research Interests

    • Asset Pricing ›
    • Capital Markets ›
    • Derivative Pricing ›
    • Derivative Securities ›
    • Finance - Derivatives ›
    • Finance - Insurance ›
    • Financial Engineering ›
    • Fixed Income ›
    • Portfolio Management ›
    • Qualitative Methods ›
    • Real Estate Indices ›
    Download CV
  • About Eliezer Z. Prisman

    Aspects of Modern Finance in the Jewish tradition, the use of symbolic and numerical computation for methodological and commercial financial models, financial engineering, investment, tax effects in the derivative and fixed income markets, arbitrage models, market imperfections and arbitrage.

    Recent Publications

    Refereed Journal Publications:

    "Real Estate Transactions in Ancient Israel: Excavating Imbedded Options Utilizing Modern Finance", Financial History Review, 22, 1, 2015 pp 117-131

    "Regulator's Determination of Return on Equity in the Absence of Public Firms: The Case of Automobile Insurance in Ontario", Risk Management and Insurance Review, 2, 2015, pp 1199-216, with (F. Lazar)

    "Intraoperative Risk Management of Hyperparathyroidism: modeling and testing the evolution of parathyroid hormone's evolution as a mean reverting stochastic processes", with (Eitan Prisman and J. Freeman), Operations Research for Health Care, 3 (2014) pp. 7-14

    "Valuing Historical Land Claims and Its Loss of Use” (with Fred Lazar), Journal of Real Estate Literature 21 no 2 (2013) pp 315-325

    "Arbitrage Violations and Implied Valuations: The Option Market" European Journal of Finance (with I. Ioffe) , Vol. 19, no 3-14, 2013, pp. 298-327 .

    "A Dual Interpretation of the Case-Shiller Index and its Implications to Home Appraisal," Journal of Real Estate Portfolio Management, Vol. 18, No. 2, 2012, 205-217

    "Constructing Historical Yield Curves from Very Sparse Spot Rates: A Methodology and Examples from the 1920s Canadian Market” Journal of Business Valuation and Economic Loss Analysis (with F. Lazar) Volume 7, Issue 1, pp. 1-22, 2012

    "A Stochastic Approach to Risk Management for Prostate Cancer Patients on Active Surveillance", (with A. Gafni and T. Finelli), Journal of Theoretical Biology, 284 (2011)61–70.

    "Testing the Evolution Process of Prostate-Specific Antigen in Early Stage Prostate Cancer: What is the Proper Underlying Model?", (with A. Gafni and T. Finelli) Statistics in Medicine 2011, 30 3038–3049."

    Books:

    "Lecture Notes in Fixed Income Fundamentals”, World Scientific Publication, 2017 (link)

    "Fundamentals of Fixed Income Securities: An Interactive e-book powered by Maple", eBook, 2015 (link)

    "Essays in Portfolio Management: An Interactive e-book powered by Maple", Maple 2007, 2012, 2013 (link)

    “Introduction to Derivative Securities: An Interactive e-book, powered by Maple" An electronic book with collections of Graphic User Interfaces and library of functions for the pricing and valuation of derivative securities and related issues ", Maple 2006, 2010, 2012, 2013, 2015, 2016 (link)

    Courses Taught

    FNEN 6210 3.00 Theory of Portfolio Management

    FNEN 6810 3.00 Derivative Securities

    FINE 4800 Option Futures and Other Derivative Securities

    FINE 3810 Fixed Income Fundamentals

    FINE 6200 Investments

    Grants

    Project Title Role Award Amount Year Awarded Granting Agency
    Project TitleImplied valuation operators and arbitrage condition verifications in a variety of markets and products RolePrincipal Investigator Award Amount$102,844.00 Year Awarded2005-2008 Granting AgencySocial Sciences and Humanities Research Council - Standard Research Grants
    Project TitleA MinMax approach to implied valuation operators and friction functions RolePrincipal Investigator Award Amount$69,881.00 Year Awarded2002-2005 Granting AgencySocial Sciences and Humanities Research Council - Standard Research Grants
    Project TitleImplied pricing operators: the debt market RolePrincipal Investigator Award Amount$44,000.00 Year Awarded1999-2002 Granting AgencySocial Sciences and Humanities Research Council - Standard Research Grants
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