Discovery Projects - Grant ID: DP1092502

Funding Activity

Website
http://dataportal.arc.gov.au/NCGP/Web/Grant/Grant/DP1092502

Funding Status
Closed

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Funded Activity Summary

Stochastic analysis and the development and application of financial risk processes. Ensuring the stability of Australia's financial system requires an understanding of the complex financial instruments, strategies and technologies that have evolved in recent years. A strong well-integrated research effort in stochastic analysis with particular application to financial markets is fundamental for measuring and managing risk, to protect and preserve a well functioning system, and to inform policy debate on financial strategies and insurance liabilities. These challenges are global and require extensive international research collaboration and interaction. The present project will enhance Australia's contributions in this area and facilitate its global impact more than is possible through individual efforts.

Funded Activity Details

Start Date: 15-02-2010

End Date: 31-12-2016

Funding Scheme: Discovery Projects

Funding Amount: $830,000.00

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 | Insurance services | Mathematical sciences

Other Keywords

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

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