Stochastic modelling in mathematical and computational finance

数学和计算金融中的随机建模

• 批准号: RGPIN-2015-04125
• 负责人: Hyndman, Cody
• 金额: $ 1.02万
• 依托单位: Concordia University
• 依托单位国家: 加拿大
• 项目类别: Discovery Grants Program - Individual
• 财政年份: 2015
• 资助国家: 加拿大
• 起止时间: 2015-01-01 至 2016-12-31
• 项目状态: 已结题
• 来源: https://www.nserc-crsng.gc.ca/ase-oro/Details-Detailles_eng.asp?id=589604
• 关键词: Stochastic; modelling; mathematical; computational; finance

Stochastic modelling in mathematical and computational finance is the focus of the proposed research program.  Mathematical and computational finance considers the uncertain future behaviour of financial or economic variables and systems; presents a theory for the valuation and risk management of derivative securities; and provides a quantitative framework for examining various investment, managerial, and regulatory decisions.

数学和计算金融中的随机建模是拟议研究计划的重点，数学和计算金融考虑了金融或经济变量和系统的不确定的未来行为；提出了衍生证券的估值和风险管理的理论；检查各种投资、管理和监管决策的框架。