Area(s): Finance, Financial Engineering E-mail: eprisman@yorku.ca Telephone: (416) 736-2100 ext. 77948 Fax: (416) 736-5687 Office: Room N204D, SSB Official Website				Eliezer Z. Prisman BA (Hebrew University of Jerusalem ) MSc & DSc (Technion, Israel Institute of Technology ) Professor of Finance Nigel Martin Chair in Finance Schulich School of Business York University 4700 Keele Street , Room N204D Toronto , ON M3J 1P3
RESEARCH				Methodological and commercial use of symbolic computation for financial models; investment; Market imperfection, tax effects in the derivative and fixed income markets; arbitrage models; fixed income securities term structure estimation and immunization. Use of financial econometrics for medical decision making.
TEACHING				1989 - Present Schulich School of Business, York University Teaching Area/s Finance; Financial Engineering Courses Taught Portfolio Management; Derivative Securities; Fixed Income Securities Previous Appointments Bar-Ilan University, Israel; Arizona State University, Arizona, USA; College of Management, Georgia Institute of Technology, Georgia, USA Lady Davis Visiting Professorship, The Hebrew University of Jerusalem Israel, 2007
REPRESENTATIVE PUBLICATIONS				Books "DERIVATIVE SECURITIES: An Interactive Dynamic Environment for Advanced Learning (IDEAL) powered by MAPLE V and MATLAB", Academic Press; ISBN: 0125649150; 1st edition 2000. To purchase click here To view sample chapters click here For instructions on how to use this software in Windows NT and XP click here E-Books (Click here for more information on e-books) "Essays in Portfolio Management: An Interactive e-book powered by Maple", MyMathApps 2012. “Introduction to Derivative Securities: An Interactive e-book, powered by Maple", MyMathApps 2012. Recent Refereed Journal Papers "Valuing Historical Land Claims and Its Loss of Use” (with Fred Lazar) forthcoming, Journal of Real Estate Literature. "A Dual Interpretation of the Case-Shiller Index and Its Implications to Home Appraisals; � Journal of Real Estate Portfolio Management, Vol. 18, No. 2, 2012, 205-217 "Arbitrage Violations and Implied Valuations: The Option Market" European Journal of Finance DOI:10.1080/1351847X.2012.672440, Jun 2012, (with I. Ioffe) "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 Volume 7, Issue 1, Pages ---- DOI: 10.1515/1932-9156.1119, May 2012, (with F. Lazar) "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 Protate-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. The electronic appendix can be downloaded by clicking here. For further selected publications Click Here.