Discovery Projects - Grant ID: DP0558187

Funding Activity

Website
http://dataportal.arc.gov.au/NCGP/Web/Grant/Grant/DP0558187

Funding Status
Closed

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Funded Activity Summary

Economics of Incomplete Markets and Pricing in Equilibrium. This research has the potential to benefit society by improving the accurary of pricing in securities markets. First, because the research leads to specific predictions about the interaction of prices for different type of assets, it should lead to more accurate pricing across markets, such as housing, stocks and bonds, which currently function largely independentlty. Second, it should lead to more accurate pricing of derivatives in the situations where the execise price of the derivatives differs significantly from the current price of the underlying stock.

Funded Activity Details

Start Date: 01-01-2005

End Date: 31-12-2007

Funding Scheme: Discovery Projects

Funding Amount: $60,000.00

Funder: Australian Research Council

Research Topics

ANZSRC Field of Research (FoR)

Economic Theory | Mathematical Economics | Microeconomic Theory

ANZSRC Socio-Economic Objective (SEO)

Microeconomic issues not elsewhere classified |

Other Keywords

Economic Theory | Mathematical Economics | Microeconomic Theory | Microeconomic issues not elsewhere classified

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