Discovery Projects - Grant ID: DP0988483

Funding Activity

Website
http://dataportal.arc.gov.au/NCGP/Web/Grant/Grant/DP0988483

Funding Status
Closed

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Funded Activity Summary

New Stochastic Processes with Applications in Finance. This project investigates the properties and the use of two new families of models with applications in Finance, and beyond. It will contribute to the development of fundamental research in mathematics and its applications. The project will produce more realistic financial models that will benefit researchers in this field. This will in turn have a flow on effect to benefit the wider community. The project will provide for postgraduate training and international scientific exchange. Overall, the project will strengthen Australia's standing at the forefront of fundamental and applied research.

Funded Activity Details

Start Date: 31-07-2009

End Date: 31-12-2013

Funding Scheme: Discovery Projects

Funding Amount: $240,000.00

Funder: Australian Research Council

Research Topics

ANZSRC Field of Research (FoR)

Stochastic Analysis And Modelling | Statistics | Risk Theory | Actuarial Mathematics

ANZSRC Socio-Economic Objective (SEO)

Finance and investment services | Mathematical sciences |

Other Keywords

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

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