Website
http://dataportal.arc.gov.au/NCGP/API/grants/DP0556113
Funding Status
Closed
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Funded Activity Summary
Option pricing via path integrals: a new perspective. The risk management of derivative securities is a very exciting challenge for financial market researchers. The knowledge base resulting from this proposal will benefit both large financial institutions and Australia's financial system by creating a more competitive and efficient economic environment, which will inevitably lead to more gross domestic product (GDP) gains.Furthermore a large amount of software and numerical analysis work to be developed during the project can be turned into IP for Australia. This will contribute to catalysing development of internationally competitive financial risk management software industry.Funded Activity Details
Start Date: 2005
End Date: 12-2007
Funding Scheme: Discovery Projects
Funding Amount: $147,000.00
Funder: Australian Research Council
Research Topics
ANZSRC Field of Research (FoR)
Stochastic Analysis And Modelling | Finance | Banking, Finance and Investment | Numerical Analysis
