Novel Mathematical Technologies for Financial Valuation and Risk

用于金融估值和风险的新颖数学技术

• 批准号: LP0669678
• 负责人: Em/Prof Ian Sloan
• 金额: $ 15.54万
• 依托单位: The University of New South Wales
• 依托单位国家: 澳大利亚
• 项目类别: Linkage Projects
• 财政年份: 2006
• 资助国家: 澳大利亚
• 起止时间: 2006-11-13 至 2009-11-12
• 项目状态: 已结题
• 来源: https://dataportal.arc.gov.au/RGS/Web/Grants/LP0669678
• 关键词: Novel; Mathematical; Technologies; Financial; Valuation

The finance industry is a key industry sector in Australia, with a highly qualified and well-paid work force. The profitability and stability of financial institutions rests in part on their ability to accurately and rapidly value innovative financial products and to quantify risk, yet many contemporary financial products are difficult to value quickly and accurately. This project will bring innovative mathematical technologies to bear on complex financial problems. It has the potential to improve both the profitability and stability of Australian financial institutions, and to enhance their role regionally and internationally.

金融行业是澳大利亚的一个关键行业，拥有高素质和高薪的劳动力。金融机构的盈利能力和稳定性在一定程度上取决于其准确、快速地对创新金融产品进行估值和量化风险的能力，然而许多当代金融产品难以快速、准确地进行估值。这个项目将带来创新的数学技术来解决复杂的金融问题。它有可能提高澳大利亚金融机构的盈利能力和稳定性，并加强其在区域和国际上的作用。