Objective
The Mathematical Finance is a rapidly increasing and diversifying field. The core of this theory needs some of the newest mathematical methods, as stochastic calculus, stochastic processes estimation and numerical integration of partial differential equations, and newest point of view of financial economics, as capital asset pricing models and arbitrage pricing theory. These rapidly growing area go now through an especially exciting phase, and are associated to many of the recent most remarkable developments in pure and applied mathematics.
The intend of the course is to develop some of these directions, concentrating, in particular, in interest rate models, heavy tails distributions and stochastic volatility models. Moreover we will put together young researchers and young practitioners working in financial institution with good background in applied methods. Our organization develops a Master degree in Mathematical finance that provides relationship with these institutions. It is also and objective in itself to bring together and make interact students with different background.
The aim of the course is to provide young researchers with the necessary tools to tackle open problems in the subject area that rise from applied point of view. Giving them the opportunity to learn from leader experts the most recent results on interest rate models, heavy tails distributions and stochastic volatility models. This will enhance also the career prospects of young researchers and will contribute to strengthen Europe's competitive leadership on this area.
ftp://ftp.cordis.lu/pub/improving/docs/HPCF-2000-00082-1.pdf(opens in new window)
Fields of science (EuroSciVoc)
CORDIS classifies projects with EuroSciVoc, a multilingual taxonomy of fields of science, through a semi-automatic process based on NLP techniques. See: The European Science Vocabulary.
CORDIS classifies projects with EuroSciVoc, a multilingual taxonomy of fields of science, through a semi-automatic process based on NLP techniques. See: The European Science Vocabulary.
- social sciences economics and business economics econometrics
- natural sciences mathematics pure mathematics mathematical analysis differential equations partial differential equations
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Programme(s)
Multi-annual funding programmes that define the EU’s priorities for research and innovation.
Multi-annual funding programmes that define the EU’s priorities for research and innovation.
Topic(s)
Calls for proposals are divided into topics. A topic defines a specific subject or area for which applicants can submit proposals. The description of a topic comprises its specific scope and the expected impact of the funded project.
Calls for proposals are divided into topics. A topic defines a specific subject or area for which applicants can submit proposals. The description of a topic comprises its specific scope and the expected impact of the funded project.
Call for proposal
Procedure for inviting applicants to submit project proposals, with the aim of receiving EU funding.
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Procedure for inviting applicants to submit project proposals, with the aim of receiving EU funding.
Funding Scheme
Funding scheme (or “Type of Action”) inside a programme with common features. It specifies: the scope of what is funded; the reimbursement rate; specific evaluation criteria to qualify for funding; and the use of simplified forms of costs like lump sums.
Funding scheme (or “Type of Action”) inside a programme with common features. It specifies: the scope of what is funded; the reimbursement rate; specific evaluation criteria to qualify for funding; and the use of simplified forms of costs like lump sums.
Coordinator
Spain
The total costs incurred by this organisation to participate in the project, including direct and indirect costs. This amount is a subset of the overall project budget.