Applied real options

应用实物期权

• 批准号: 227591-2009
• 负责人: Davison, Matthew
• 金额: $ 3.28万
• 依托单位: University of Western Ontario
• 依托单位国家: 加拿大
• 项目类别: Discovery Grants Program - Individual
• 财政年份: 2014
• 资助国家: 加拿大
• 起止时间: 2014-01-01 至 2015-12-31
• 项目状态: 已结题
• 来源: https://www.nserc-crsng.gc.ca/ase-oro/Details-Detailles_eng.asp?id=546772
• 关键词: Applied; real; options

This NSERC discovery grant proposes several inter-related projects, each suitable for a graduate student or postdoctoral trainee, continuing my research work at the intersection of financial mathematics, operational research, and mathematical modelling. This research program arises from the well-known "Real Options" observation that many real decisions are made i) under uncertainty and ii) in ways which allow all or part of the decision to be postponed or modified. Many financial decisions arising in the fund management and energy industries as well as certain non-financial decisions encountered by military and health-care practitioners share this form. In applied areas much mathematical modelling is often required in order to identify the option-like features of a problem.

这个NSERC发现补助金提出了几个相互关联的项目，每个项目都适合研究生或博士后实习生，继续我在金融数学，运筹学和数学建模交叉点的研究工作。 这项研究计划源于著名的“真实的期权”观察，即许多真实的决策是i）在不确定性下做出的，ii）以允许全部或部分决策被推迟或修改的方式做出的。 基金管理和能源行业的许多财务决策以及军事和医疗保健从业者遇到的某些非财务决策都采用这种形式。在应用领域，通常需要大量数学建模来识别问题的类似选项的特征。