Discovery Projects - Grant ID: DP0558539

Funding Activity

Website
http://dataportal.arc.gov.au/NCGP/Web/Grant/Grant/DP0558539

Funding Status
Closed

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Funded Activity Summary

Market Model of Implied Volatility. The outcomes of the project will constitute a new methodology with a wide range of tools to handle the market uncertainties with practical applications in the finance industry. Consequently, the benefits of this project to the nation include enhancing its scientific standing in the international community, the training of Australian researchers in forefront methods of modelling of complex stochastic systems and the benefits resulting from its commercially relevant elements.

Funded Activity Details

Start Date: 01-01-2005

End Date: 31-12-2008

Funding Scheme: Discovery Projects

Funding Amount: $253,000.00

Funder: Australian Research Council

Research Topics

ANZSRC Field of Research (FoR)

Stochastic Analysis And Modelling | Economic Theory | Differential, Difference And Integral Equations | Mathematical Economics |

ANZSRC Socio-Economic Objective (SEO)

Mathematical sciences | Other

Other Keywords

Differential, Difference And Integral Equations | Economic Theory | Mathematical Economics | Mathematical sciences | Other | Stochastic Analysis And Modelling

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