Edwin H. Neave

Queen's University - Smith School of Business

Bank of Montreal Professor of Business and Finance

Smith School of Business - Queen's University

143 Union Street

Kingston, Ontario K7L 3N6

Canada

SCHOLARLY PAPERS

5

DOWNLOADS

843

SSRN CITATIONS

0

CROSSREF CITATIONS

0

Scholarly Papers (5)

1.

Economic Evaluation of the Mediterranean Dead Sea Project: An Application of Real Options Theory

Number of pages: 27 Posted: 24 Jul 2002
Adrian Otoiu and Edwin H. Neave
Bucharest University of Economic Studies and Queen's University - Smith School of Business
Downloads 413 (82,546)

Abstract:

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2.

Pricing Asian Options Using Path Bundling

Number of pages: 50 Posted: 27 Sep 2001
Edwin H. Neave and George L. Ye
Queen's University - Smith School of Business and Saint Mary's University - Sobey School of Business
Downloads 347 (100,907)

Abstract:

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options pricing, Asian options, numerical methods

3.

Efficient Valuation of Prepayment and Default Risky Securities

Journal of Applied Finance (Formerly Financial Practice and Education), Vol. 21, No. 2, 2011
Number of pages: 17 Posted: 24 Nov 2015
Serge Slavinsky and Edwin H. Neave
Independent and Queen's University - Smith School of Business
Downloads 55 (428,845)

Abstract:

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4.

Why Does Bank Screening Matter? Private Information and Publicly Traded Securities

Number of pages: 19 Posted: 05 Sep 2012
Edwin H. Neave
Queen's University - Smith School of Business
Downloads 28 (549,476)

Abstract:

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5.

Efficient Valuation of Prepayment and Default Risky Securities

Journal of Applied Finance, Fall/Winter 2011, Volume 21, Issue 2, pp. 106-122
Posted: 08 Aug 2012
Serge Slavinsky and Edwin H. Neave
affiliation not provided to SSRN and Queen's University - Smith School of Business

Abstract:

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econometric binary response model, discrete time default, prepayment conditional probabilities, path-dependent cash flows, mortgage cash flows