Financial Risk Processes: Stochastic and Statistical Models and their Applications

金融风险过程：随机和统计模型及其应用

• 批准号: DP0664603
• 负责人: Em/Prof Ross Maller
• 金额: $ 24.52万
• 依托单位: The Australian National University
• 依托单位国家: 澳大利亚
• 项目类别: Discovery Projects
• 财政年份: 2006
• 资助国家: 澳大利亚
• 起止时间: 2006-01-01 至 2009-01-31
• 项目状态: 已结题
• 来源: https://dataportal.arc.gov.au/RGS/Web/Grants/DP0664603
• 关键词: Financial; Risk; Processes; Stochastic; Statistical

On the one hand, the misuse of complex financial instruments has contributed to recent major disasters in the Australian financial and insurance industries; on the other hand, great benefits can be obtained by correct use of these kinds of instruments, to share risk between markets and segments of markets. The overall research effort in Australia in these areas is relatively small. This project will target the development of cutting edge technologies underlying the use of financial derivatives, not presently studied in this country or elsewhere, by bringing together a variety of top level international researchers in an integrated effort to lift the Australian understanding and application of this methodology.

一方面，滥用复杂的金融工具导致了澳大利亚金融和保险业最近的重大灾难;另一方面，正确使用这些工具可以获得巨大的利益，在市场和市场部分之间分担风险。澳大利亚在这些领域的总体研究工作相对较少。该项目的目标是开发目前在该国或其他地方尚未研究的金融衍生工具使用的尖端技术，汇集各种顶级国际研究人员，共同努力提高澳大利亚对该方法的理解和应用。