Conference on Modeling, Optimization and Risk Management in Finance

金融建模、优化和风险管理会议

• 批准号: 0300326
• 负责人: Stanislav Uryasev
• 金额: $ 2.5万
• 依托单位: University of Florida
• 依托单位国家: 美国
• 项目类别: Standard Grant
• 财政年份: 2003
• 资助国家: 美国
• 起止时间: 2003-01-01 至 2003-12-31
• 项目状态: 已结题
• 来源: https://www.nsf.gov/awardsearch/showAward?AWD_ID=0300326&HistoricalAwards=false
• 关键词: Conference; Modeling; Optimization; Risk; Management

This award provides travel and logistical support for the first major workshop on financial engineering to grow out of NSF's recent ventures into engineering the service sectors. The meeting involves 40-50 participants and takes place March 5-7, 2003 at the University of Florida in Gainesville. Workshop participants will discuss all topics on which DMII's Service Engineering Program is beginning to provide support, including portfolio optimization, risk management, and modeling of financial derivatives. The workshop will offer both a mini-symposium on recent developments and an effort to set the agenda for future research. Beyond NSF, support will also come from the University and from companies interested in financial engineering.Financial institutions are among the most rapidly growing part of the service sector of the economy. The associated modeling and analysis activity, known collectively as "financial engineering," is a growing area of research which is highly mathematical and well suited to the skills and backgrounds of the operations research community. This workshop has the potential to cement that relationship by assembling all the interested communities for the first time under NSF auspices.

该奖项为第一个金融工程大型研讨会提供差旅和后勤支持，该研讨会是 NSF 最近涉足服务行业工程的冒险活动的一部分。 该会议有 40 至 50 名参与者，于 2003 年 3 月 5 日至 7 日在盖恩斯维尔的佛罗里达大学举行。 研讨会参与者将讨论 DMII 服务工程计划开始提供支持的所有主题，包括投资组合优化、风险管理和金融衍生品建模。 该研讨会将举办关于最新进展的小型研讨会，并努力确定未来研究的议程。 除了 NSF 之外，大学和对金融工程感兴趣的公司也将提供支持。金融机构是经济服务业中增长最快的部分之一。 相关的建模和分析活动统称为“金融工程”，是一个不断发展的研究领域，它具有高度数学性，非常适合运筹学界的技能和背景。该研讨会首次在 NSF 的支持下聚集了所有感兴趣的社区，有可能巩固这种关系。