Liquidity in financial markets. This project aims to develop a theory which models the effect of liquidity on option prices under different market conditions. Economic or financial crises are inevitable and affect economics. During or after a major financial crisis, market liquidity usually becomes risky and needs to be studied. Through both empirical and theoretical explorations, this project will quantify and measure liquidity risk and its effect on the options markets. It will develop a frame ....Liquidity in financial markets. This project aims to develop a theory which models the effect of liquidity on option prices under different market conditions. Economic or financial crises are inevitable and affect economics. During or after a major financial crisis, market liquidity usually becomes risky and needs to be studied. Through both empirical and theoretical explorations, this project will quantify and measure liquidity risk and its effect on the options markets. It will develop a framework to help market regulators manage illiquidity, enhance the efficiency of option trading in illiquid markets and help in the detection of market manipulation.Read moreRead less
Linkage Infrastructure, Equipment And Facilities - Grant ID: LE160100138
Funder
Australian Research Council
Funding Amount
$235,000.00
Summary
National Drop Weight Impact Testing Facility. National drop weight impact testing facility:
The national drop weight impact testing facility aims to enable dynamic tests on geo- and construction materials and systems. This facility aims to provide state-of-the-art technology to observe the real-time behaviour of elements and sub-assemblies under combined quasi-static and impact loading. Understanding material behaviour under dynamic loading is essential in dealing with many engineering problems ....National Drop Weight Impact Testing Facility. National drop weight impact testing facility:
The national drop weight impact testing facility aims to enable dynamic tests on geo- and construction materials and systems. This facility aims to provide state-of-the-art technology to observe the real-time behaviour of elements and sub-assemblies under combined quasi-static and impact loading. Understanding material behaviour under dynamic loading is essential in dealing with many engineering problems. The facility may advance understanding of the fundamental behaviour of critical infrastructure exposed to impact loading and will foster innovations in design and construction. Applications may include improvement of the structural safety of infrastructure including railway networks, tunnels and bridges, and also the development of cost-effective and environmentally friendly building and construction materials. Read moreRead less