Linkage Projects - Grant ID: LP0775442

Funding Activity

Website
http://dataportal.arc.gov.au/NCGP/Web/Grant/Grant/LP0775442

Funding Status
Closed

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Funded Activity Summary

The Pricing and Hedging of Multi-Factor Multi-Commodity Based Swing Options. The partner organisation, an Australian based company, is a leading global player in providing risk management solutions to energy corporations world-wide. The advances of the project will help it to enhance Australia's role as a provider of practical implementation of the most recent academic advances in the area of risk management technology.

Funded Activity Details

Start Date: 02-01-2007

End Date: 31-12-2010

Funding Scheme: Linkage Projects

Funding Amount: $323,000.00

Funder: Australian Research Council

Research Topics

ANZSRC Field of Research (FoR)

Stochastic Analysis And Modelling | Finance | Banking, Finance and Investment

ANZSRC Socio-Economic Objective (SEO)

Finance and investment services |

Other Keywords

Banking, Finance and Investment | Finance | Finance and investment services | Stochastic Analysis And Modelling

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