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Novel Methods in Computational Finance

Cel

"In recent years the computational complexity of mathematical models employed in financial mathematics has witnessed a tremendous growth. Advanced numerical techniques are imperative for the most present-day applications in financial industry.
The motivation for this training network is the need for a network of highly educated European scientists in the field of financial mathematics and computational science, so as to exchange and discuss current insights and ideas, and to lay groundwork for future collaborations.
Besides a series of internationally recognized researchers from academics, leading quantitative analysts from the financial industry also participate in this network. The challenge lies in the necessity of combining complementary techniques and skills such as mathematical analysis, sophisticated numerical methods and stochastic simulation methods with deep qualitative and quantitative understanding of mathematical models arising from financial markets.
The main training objective is to prepare, at the highest possible level, young researchers with a broad scope of scientific knowledge and to teach transferable skills, like social awareness which is very important in view of the recent financial crises.
The current topic in this network is that the financial crisis in the European countries is a contagion and herding effect and is clearly outside of the domain of validity of Black-Scholes and Merton's theory, since the market is not Gaussian and it is not frictionless and complete.
In this research training network our aim is to deeper understand complex (mostly nonlinear) financial models and to develop effective and robust numerical schemes for solving linear and nonlinear problems arising from the mathematical theory of pricing financial derivatives and related financial products. This aim will be accomplished by means of financial modelling, mathematical analysis and numerical simulations, optimal control techniques and validation of models."

Zaproszenie do składania wniosków

FP7-PEOPLE-2012-ITN
Zobacz inne projekty w ramach tego zaproszenia

Koordynator

BERGISCHE UNIVERSITAET WUPPERTAL
Adres
Gauss-strasse 20
42119 Wuppertal
Niemcy
Rodzaj działalności
Higher or Secondary Education Establishments
Wkład UE
€ 911 609,80
Kontakt administracyjny
Ulrike Hartig (Mrs.)

Uczestnicy (10)

UNIVERZITA KOMENSKEHO V BRATISLAVE
Słowacja
Wkład UE
€ 284 944
Adres
Safarikovo Nam 6
814 99 Bratislava
Rodzaj działalności
Higher or Secondary Education Establishments
Kontakt administracyjny
Winczerova Angelika (Mrs.)
UNIVERSITAT POLITECNICA DE VALENCIA
Hiszpania
Wkład UE
€ 326 473,50
Adres
Camino De Vera Sn Edificio 3A
46022 Valencia
Rodzaj działalności
Higher or Secondary Education Establishments
Kontakt administracyjny
José Antonio Pérez García (Mr.)
UNIVERSITY OF RUSE ANGEL KANCHEV
Bułgaria
Wkład UE
€ 173 210,62
Adres
Studentska Street 8
7017 Ruse
Rodzaj działalności
Higher or Secondary Education Establishments
Kontakt administracyjny
Lubin G. Vulkov (Prof.)
INSTITUTO SUPERIOR DE ECONOMIA E GESTAO - ISEG
Portugalia
Wkład UE
€ 208 681
Adres
Rua Do Quelhas 6
1200-781 Lisboa
Rodzaj działalności
Higher or Secondary Education Establishments
Kontakt administracyjny
Helena Lima (Mrs.)
HOCHSCHULE ZITTAU/GOERLITZ
Niemcy
Wkład UE
€ 224 268,88
Adres
Theodor-koerner-allee 16
02763 Zittau
Rodzaj działalności
Higher or Secondary Education Establishments
Kontakt administracyjny
Lothar Kahnt (Dr.)
TECHNISCHE UNIVERSITAET WIEN
Austria
Wkład UE
€ 242 401,72
Adres
Karlsplatz 13
1040 Wien
Rodzaj działalności
Higher or Secondary Education Establishments
Kontakt administracyjny
Manuela Khaladj (Ms.)
TECHNISCHE UNIVERSITEIT DELFT
Niderlandy
Wkład UE
€ 341 489,84
Adres
Stevinweg 1
2628 CN Delft
Rodzaj działalności
Higher or Secondary Education Establishments
Kontakt administracyjny
Meijer Nils (Mr.)
UNIVERSITY OF GREENWICH
United Kingdom
Wkład UE
€ 412 582,72
Adres
Park Row Greenwich Old Royal Naval College
SE10 9LS London
Rodzaj działalności
Higher or Secondary Education Establishments
Kontakt administracyjny
Alison Alison Yakub (Mrs.)
JULIUS-MAXIMILIANS-UNIVERSITAT WURZBURG
Niemcy
Wkład UE
€ 224 268,88
Adres
Sanderring 2
97070 Wuerzburg
Rodzaj działalności
Higher or Secondary Education Establishments
Kontakt administracyjny
Christian Gloggengiesser (Mr.)
UNIVERSITEIT ANTWERPEN
Belgia
Wkład UE
€ 232 540
Adres
Prinsstraat 13
2000 Antwerpen
Rodzaj działalności
Higher or Secondary Education Establishments
Kontakt administracyjny
Anne Adams (Mrs.)