Real Options under Post-Entry Liquidity Constraints

Pauli Murto (Helsinki School of Economics)

Marko Terviö (UC Berkeley)

Graduate Student Researcher

For a project in Economics and Finance. Tasks involve mostly programming with Matlab. Familiarity with PDEs and stochastic processes is required. For more information see the project description.

The exact configuration---duration/%-appointment/step---is negotiable subject to the budget constraint. One possibility is 100% GSR appointment for 2 months and 33% for one, at pay level step IX, i.e. $28.19 per hour.

The funds are provided by the Coleman Fung Risk Management Research Center.