Market Model of Implied Volatility

隐含波动率的市场模型

• 批准号: DP0558539
• 负责人: Prof Beniamin Goldys
• 金额: $ 17.55万
• 依托单位: The University of New South Wales
• 依托单位国家: 澳大利亚
• 项目类别: Discovery Projects
• 财政年份: 2005
• 资助国家: 澳大利亚
• 起止时间: 2005-01-01 至 2008-12-31
• 项目状态: 已结题
• 来源: https://dataportal.arc.gov.au/RGS/Web/Grants/DP0558539
• 关键词: Market; Model; Implied; Volatility

The outcomes of the project will constitute a new methodology with a wide range of tools to handle the market uncertainties with practical applications in the finance industry. Consequently, the benefits of this project to the nation include enhancing its scientific standing in the international community, the training of Australian researchers in forefront methods of modelling of complex stochastic systems and the benefits resulting from its commercially relevant elements.

该项目的成果将构成一种新的方法，具有广泛的工具来处理金融行业实际应用中的市场不确定性。因此，该项目对国家的好处包括提高其在国际社会中的科学地位，培训澳大利亚研究人员掌握复杂随机系统建模的前沿方法，以及从其商业相关要素中获得的好处。