Results 1 - 10 of 56
[PROJECT] CROSSGRID - DevelOpment of GRID Environment for InteRaCtive ApplicationS
ID: IST-2001-32243
Start date: 2002-03-01, End date: 2005-02-28
The Cross Grid project will develop, implement and exploit new Grid components for interactive compute and data intensive applications like simulation and visualisation for surgical procedures, flooding crisis team decision support systems, distributed data analysis in high-en...
Programme: FP5-IST
Record Number: 63588
Last updated on: 2005-06-13
[PROJECT] ARIPHYHIMO - Arithmetic and physics of Higgs moduli spaces
ID: 320593
Start date: 2013-04-01, End date: 2018-08-31
The proposal studies problems concerning the geometry and topology of moduli spaces of Higgs bundles on a Riemann surface motivated by parallel considerations in number theory and mathematical physics. In this way the proposal bridges various duality theories in string theory...
Programme: FP7-IDEAS-ERC
Record Number: 106891
Last updated on: 2017-06-12
This project investigates the role of frictions in mathematical models of financial markets. It aims at i) developing new theoretical tools for optimization and equilibrium problems involving frictions, ii) solving such problems as explicitly as possible, seeking...
Programme: FP7-IDEAS-ERC
Record Number: 179774
Last updated on: 2016-04-21
[REPORT SUMMARY] Final Report Summary - GEMIS (Generalized Homological Mirror Symmetry and Applications)
During the 5 years period we have achieved the main goal developing the parallel Classical Homological Mirror Symmetry and Hodge theory.We have developed- The the theory of Gaps and Spectra- Tropical Hodge theory- Noncommutative Hodge theoryWe have added several new...
Programme: FP7-IDEAS-ERC
Record Number: 180329
Last updated on: 2016-03-09
[REPORT SUMMARY] Final Report Summary - RIVAL (Risk and Valuation of Financial Assets: A Robust Approach)
The present research is motivated by a basic problem in Mathematical Finance. A central concept in this theory is the notion of volatility. Mathematically speaking, this is the quadratic variation of the price process of the underlying asset. In particular, the paths of the...
Programme: FP7-IDEAS-ERC
Record Number: 179060
Last updated on: 2016-03-16
[RESULT IN BRIEF] Des méthodes pour évaluer les actifs financiers et leurs risques
La crise financière récente a souligné l'importance d'une évaluation juste et efficace des actifs financiers et des risques inhérents. Le modèle Black-Scholes expliquant les méthodes actuelles d'évaluation suggère que le risque lié à un actif financier peut être éliminé en adoptant une stratégie de couverture adaptée et dynamique.
Programme: FP7-IDEAS-ERC
Record Number: 188408
Last updated on: 2016-08-30
[RESULT IN BRIEF] Financial asset risk and valuation methods
The recent financial crisis brought to the foreground the importance of a correct and robust valuation of financial assets and their underlying risk. The Black-Scholes theory on current valuation methods implies that the risk involved in a financial asset can be eliminated through a proper dynamic hedging strategy.
Programme: FP7-IDEAS-ERC
Record Number: 188408
Last updated on: 2016-08-30
[RESULT IN BRIEF] El riesgo de los activos financieros y sus métodos de valoración
La reciente crisis financiera ha puesto en primer plano la importancia de una valoración sólida y precisa de los activos financieros y de los riesgos subyacentes a los mismos. La teoría de Black-Scholes sobre los métodos de valoración defiende que es posible eliminar el riesgo que un activo financiero lleva aparejado aplicando un mecanismo adecuado de cobertura dinámica.
Programme: FP7-IDEAS-ERC
Record Number: 188408
Last updated on: 2016-08-30
[RESULT IN BRIEF] Finanzanlagerisiko und Bewertungsmethoden
Die jüngste Finanzkrise machte deutlich, wie wichtig eine korrekte und robuste Bewertung von Finanzanlagen und deren zugrunde liegendes Risiko sind. Die Black-Scholes-Theorie zu aktuellen Bewertungsmethoden impliziert, dass das Risiko einer Finanzanlage durch eine geeignete dynamische Absicherungsstrategie eliminiert werden kann.
Programme: FP7-IDEAS-ERC
Record Number: 188408
Last updated on: 2016-08-30
[RESULT IN BRIEF] Il rischio legato agli attivi finanziari e i metodi di valutazione
La recente crisi finanziaria ha portato in primo piano l’importanza di una valutazione corretta e solida degli attivi finanziari e dei rischi loro sottesi. La teoria di Black-Scholes sugli attuali metodi di valutazione implica che il rischio implicito in un attivo finanziario può essere eliminato tramite un’opportuna strategia di copertura dinamica.
Programme: FP7-IDEAS-ERC
Record Number: 188408
Last updated on: 2016-08-30
List retrieved on: 2017-08-02
