Stochastic analysis and the development and application of financial risk processes

随机分析与金融风险过程的开发与应用

• 批准号: DP1092502
• 负责人: Em/Prof Ross Maller
• 金额: $ 54.73万
• 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: 2010
• 资助国家: 澳大利亚
• 起止时间: 2010-02-15 至 2016-12-31
• 项目状态: 已结题
• 来源: https://dataportal.arc.gov.au/RGS/Web/Grants/DP1092502
• 关键词: Stochastic; analysis; development; application; financial

Ensuring the stability of Australia's financial system requires an understanding of the complex financial instruments, strategies and technologies that have evolved in recent years. A strong well-integrated research effort in stochastic analysis with particular application to financial markets is fundamental for measuring and managing risk, to protect and preserve a well functioning system, and to inform policy debate on financial strategies and insurance liabilities. These challenges are global and require extensive international research collaboration and interaction. The present project will enhance Australia's contributions in this area and facilitate its global impact more than is possible through individual efforts.

确保澳大利亚金融体系的稳定需要了解近年来发展的复杂金融工具、战略和技术。在随机分析中，特别是在金融市场中的应用，是衡量和管理风险的基础，保护和维护一个运作良好的系统，并为金融战略和保险责任的政策辩论提供信息。 这些挑战是全球性的，需要广泛的国际研究合作和互动。本项目将加强澳大利亚在这一领域的贡献，并促进其全球影响，这是单独努力所无法做到的。