Mathematical Sciences: REU Summer Undergraduate Applied Mathematics Institute - Center for Nonlinear Analysis
Mathematical Sciences: REU Summer Undergraduate Applied Mathematics Institute - Center for Nonlinear Analysis
批准号:
9322105
负责人:
Steven Shreve
金额:
$18.0万
依托单位国家:
美国
项目类别:
Continuing Grant
财政年份:
1994
资助国家:
美国
项目状态:
已结题
起止时间:
1994-03-01 至 1997-08-31
中文摘要
9322105 Shreve REU网站奖支持一个由10名学生组成的本科应用数学暑期研究所,该研究所使用数值和分析方法来解决开放式问题。为了协助调查,将引入高级编程语言Maple,并进行严格的数学分析训练。问题领域包括非线性分析,偏微分方程的数值方法,自由边界问题和股票价格的随机游走模型应用于证券。每周将有一个系列研讨会。该机构将为另外两名学生参与者提供额外资金。鼓励学生参加专业会议,以口头或书面形式展示他们的工作成果以供出版。* * *
英文摘要
9322105 Shreve This REU site award supports an undergraduate applied mathematics summer institute consisting of ten students working on open-ended problems using numerical and analytic approaches to attack them. To assist the investigations, the high level programming language Maple will be introduced along with rigorous training in mathematical analysis. Problems areas include nonlinear analysis, numerical methods in partial differential equations, free boundary problems and random walk models of stock prices applied to securities. There will be a weekly seminar series. The institution will provide additional funds for two more student participants. Students will be encouraged to participate in professional meetings, presenting the results of their work orally or in written for publication. ***
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会议论文
Stochastic Analysis with Applications to Finance
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批准号:0903475
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项目类别:Continuing Grant
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资助金额:$65.12万
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财政年份:2009
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负责人:Steven Shreve
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依托单位:
Mathematical Finance and Stochastic Networks
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批准号:0404682
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项目类别:Continuing Grant
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资助金额:$0.0万
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财政年份:2004
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负责人:Steven Shreve
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依托单位:
GOALI: Carnegie Mellon - Morgan Stanley Mathematical Finance Postdoctoral Fellow
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批准号:0353556
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项目类别:Standard Grant
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资助金额:$0.0万
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财政年份:2004
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负责人:Steven Shreve
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依托单位:
Participant Support for 28th Conference on Stochastic Processes and their Applications, July 5 - 11, 2002, Melbourne, Australia
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批准号:0202158
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项目类别:Standard Grant
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资助金额:$2.0万
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财政年份:2002
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负责人:Steven Shreve
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依托单位:
FRG: The Mathematics of Financial Risk Management
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批准号:0139911
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项目类别:Standard Grant
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资助金额:$104.37万
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财政年份:2002
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负责人:Steven Shreve
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依托单位:
Stochastic Models for Queueing and Finance
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批准号:0103814
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项目类别:Continuing Grant
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资助金额:$19.8万
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财政年份:2001
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负责人:Steven Shreve
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依托单位:
Stochastic Control Models in Finance
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批准号:9802464
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项目类别:Continuing Grant
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资助金额:$18.0万
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财政年份:1998
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负责人:Steven Shreve
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依托单位:
Mathematical Sciences: Singular Control in Mathematical Finance and Related Problems
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批准号:9500626
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项目类别:Continuing Grant
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资助金额:$8.99万
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财政年份:1995
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负责人:Steven Shreve
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依托单位:
Mathematical Sciences: Stochastic Processes and the Theory of Mathematical Finance
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批准号:9203360
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项目类别:Continuing Grant
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资助金额:$10.5万
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财政年份:1992
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负责人:Steven Shreve
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依托单位:
Mathematical Sciences: Brownian Motion Models of Financial Markets
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批准号:9002588
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项目类别:Continuing Grant
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资助金额:$11.09万
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财政年份:1990
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负责人:Steven Shreve
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依托单位:
Mathematical Sciences: Applications of Stochastic Control toConsumption/Investment Decisions, Equilibrium Analysis and Production
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批准号:8702537
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项目类别:Continuing Grant
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资助金额:$26.94万
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财政年份:1987
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负责人:Steven Shreve
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依托单位:
Mathematical Sciences: Optimal Stochastic Control Theory With Applications to Consumption/Investment and Inventory/ Production Models
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批准号:8403166
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项目类别:Continuing Grant
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资助金额:$16.04万
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财政年份:1984
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负责人:Steven Shreve
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依托单位:
Optimal Control Theory For an Economics Model With Degenerate Diffusions (Mathematical Sciences)
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批准号:8202210
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项目类别:Continuing Grant
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资助金额:$5.44万
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财政年份:1982
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负责人:Steven Shreve
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依托单位:
国内基金
海外基金
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