课题基金 / 基金详情

Novel Mathematical Technologies for Financial Valuation and Risk

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
项目状态:
已结题
起止时间:
2006-11-13 至 2009-11-12

项目摘要

项目成果

Em/Prof Ian Sloan的其他基金

相似基金

相关文献

中文摘要
翻译
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。
英文摘要
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.
期刊论文(0)
专著(0)
科研奖励(0)
会议论文
Mathematics in the round - the challenge of computational analysis on spheres
  • 批准号:
    DP120101816
  • 项目类别:
    Discovery Projects
  • 资助金额:
    $35.7万
  • 财政年份:
    2012
  • 负责人:
    Em/Prof Ian Sloan
  • 依托单位:
Very high dimensional computation - the new frontier in numerical analysis
  • 批准号:
    DP110100442
  • 项目类别:
    Discovery Projects
  • 资助金额:
    $32.34万
  • 财政年份:
    2011
  • 负责人:
    Em/Prof Ian Sloan
  • 依托单位:
Innovations in spherical approximation - construction, analysis and applications
  • 批准号:
    DP0984531
  • 项目类别:
    Discovery Projects
  • 资助金额:
    $22.88万
  • 财政年份:
    2009
  • 负责人:
    Em/Prof Ian Sloan
  • 依托单位:
Lifting the curse of dimensionality - bringing together the quasi Monte Carlo and sparse grid methods
  • 批准号:
    LX0881924
  • 项目类别:
    Linkage - International
  • 资助金额:
    $2.67万
  • 财政年份:
    2008
  • 负责人:
    Em/Prof Ian Sloan
  • 依托单位:
海外基金