Discovery Projects - Grant ID: DP1096243

Funding Activity

Website
http://dataportal.arc.gov.au/NCGP/API/grants/DP1096243

Funding Status
Closed

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Funded Activity Summary

Risk Measures and Management in Finance and Actuarial Science Under Regime-Switching Models. New models for assessing and managing risk of financial products will place Australia at the forefront of risk management. The work will also sustain the competitive edge of Australia as one of the major financial centres in the Asia-Pacific region through enhancing both the theory and practice of financial risk management. The project outcome will also benefit to the country in other areas of risk, for example, environment risk, climate change, and energy and security problems.

Funded Activity Details

Start Date: 07-2010

End Date: 12-2015

Funding Scheme: Discovery Projects

Funding Amount: $195,000.00

Funder: Australian Research Council

Research Topics

ANZSRC Field of Research (FoR)

Stochastic Analysis And Modelling | Finance | Statistics | Systems Theory And Control

ANZSRC Socio-Economic Objective (SEO)

Finance and investment services | Other | Insurance services |

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