Discovery Projects - Grant ID: DP0664603

Funding Activity

Website
http://dataportal.arc.gov.au/NCGP/Web/Grant/Grant/DP0664603

Funding Status
Closed

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Funded Activity Summary

Financial Risk Processes: Stochastic and Statistical Models and their Applications. On the one hand, the misuse of complex financial instruments has contributed to recent major disasters in the Australian financial and insurance industries; on the other hand, great benefits can be obtained by correct use of these kinds of instruments, to share risk between markets and segments of markets. The overall research effort in Australia in these areas is relatively small. This project will target the development of cutting edge technologies underlying the use of financial derivatives, not presently studied in this country or elsewhere, by bringing together a variety of top level international researchers in an integrated effort to lift the Australian understanding and application of this methodology.

Funded Activity Details

Start Date: 01-01-2006

End Date: 31-01-2009

Funding Scheme: Discovery Projects

Funding Amount: $354,000.00

Funder: Australian Research Council

Research Topics

ANZSRC Field of Research (FoR)

Stochastic Analysis And Modelling | Probability Theory | Statistics | Risk Theory |

ANZSRC Socio-Economic Objective (SEO)

Finance and investment services | Mathematical sciences

Other Keywords

Finance and investment services | Mathematical sciences | Probability Theory | Risk Theory | Statistics | Stochastic Analysis And Modelling

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