Discovery Projects - Grant ID: DP1094656

Funding Activity

Website
http://dataportal.arc.gov.au/NCGP/Web/Grant/Grant/DP1094656

Funding Status
Closed

Does something not look right? The information on this page has been harvested from data sources that may not be up to date. We continue to work with information providers to improve coverage and quality. To report an issue, use the .

Funded Activity Summary

Economics of continuous-time financial markets and endogenous pricing. This research has the potential to benefit society by improving the accuracy 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 independently. Second, it should lead to more accurate pricing of derivatives in the situations where the exercise price of the derivatives differs significantly from the current price of the underlying stock.

Funded Activity Details

Start Date: 01-01-2010

End Date: 31-07-2017

Funding Scheme: Discovery Projects

Funding Amount: $78,237.00

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

Related Links