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", Maplesoft 2007. “Introduction to Derivative Securities: An Interactive e-book, powered by Maple", Maplesoft 2006. Selected Refereed Journal Papers "Arbitrage Violations and Implied Valuations: The Option Market" Forthcoming European Journal of Finance (with I. Ioffe) "Constructing Historical Yield Curves from Very Sparse Spot Rates: A Methodology and Examples from the 1920s Canadian Market" Forthcoming Journal of Business Valuation and Economic Loss Analysis (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. "An Essay on Financial Innovations: the Case of Instalment Receipts", (with N. Charupat) Journal of Banking and Finance Volume 28, Issue 1, January 2004, 129-156 "Term Structure of Interest Rates and Implied Market Frictions: The MinMax Approach", (with I. D. Ioffe), Management Science, 49 July 2003 965-978. "Managing the Risk of Relative Price Changes by Splitting Index Linked Bonds" (with A. Aziz and E. Katz), Journal of Risk, Vol. 3, # 4, Summer 2001. "Financial Innovations and Arbitrage Pricing in Economies with Frictions: Revisited", (with N. Charupat), Journal of Economic Theory, 74 No. 2, 1997, 435-447. "Immunization in Markets with Tax Clientele Effect: Evidence from the Canadian Market," (with Y. Tian), Journal of Financial and Quantitative Analysis, 29, June 1994, 301-321. "No-Arbitrage and Valuation in Markets with Realistic Transaction Costs," (with J.S. Dermody), Journal of Financial and Quantitative Analysis, 28, March 1993, 65-80. "A Duality Approach to MinMax Results for Quasi-Saddle Function in Finite Dimensions," (with U. Passy), Mathematical Programming, 55, 1992, 82-98. "Clientele Effects, Arbitrage and Term Structure Estimations," (with E. Katz), Journal of Financial and Quantitative Analysis, 26, December 1991, 435-443. "A Unified Approach to Term Structure Estimation: A Methodology for Estimating Term Structure in Markets with Frictions," Journal of Financial and Quantitative Analysis, 25, March 1990, 127-142. "Term Structure Multiplicity and Clientele in Markets with Transaction Costs and Taxes," (with J.C. Dermody), Journal of Finance, 43, No. 4, 1988, 893-911. ''A General Model of the Banking Firm Under Conditions of Monopoly: Uncertainty and Recourse,'' (with M. B. Slovin and M. E. Suska), Journal of Monetary Economics, 17, March 1986, 293--305. "Valuation of Risky Assets in Arbitrage-Free Economies with Frictions," Journal of Finance, 41, July 1986, 293-305.