Objectif "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." Champ scientifique social scienceseconomics and businesseconomicsmacroeconomicsnatural sciencesmathematicspure mathematicsmathematical analysisnatural sciencescomputer and information sciencescomputational sciencenatural sciencesmathematicsapplied mathematicsnumerical analysisnatural sciencesmathematicsapplied mathematicsmathematical model Programme(s) FP7-PEOPLE - Specific programme "People" implementing the Seventh Framework Programme of the European Community for research, technological development and demonstration activities (2007 to 2013) Thème(s) FP7-PEOPLE-2012-ITN - Marie-Curie Action: "Initial Training Networks" Appel à propositions FP7-PEOPLE-2012-ITN Voir d’autres projets de cet appel Régime de financement MC-ITN - Networks for Initial Training (ITN) Coordinateur BERGISCHE UNIVERSITAET WUPPERTAL Contribution de l’UE € 911 609,80 Adresse GAUSS-STRASSE 20 42119 Wuppertal Allemagne Voir sur la carte Région Nordrhein-Westfalen Düsseldorf Wuppertal, Kreisfreie Stadt Type d’activité Higher or Secondary Education Establishments Contact administratif Ulrike Hartig (Mrs.) Liens Contacter l’organisation Opens in new window Site web Opens in new window Coût total Aucune donnée Participants (10) Trier par ordre alphabétique Trier par contribution de l’UE Tout développer Tout réduire UNIVERZITA KOMENSKEHO V BRATISLAVE Slovaquie Contribution de l’UE € 284 944,00 Adresse SAFARIKOVO NAM 6 814 99 Bratislava Voir sur la carte Région Slovensko Bratislavský kraj Bratislavský kraj Type d’activité Higher or Secondary Education Establishments Contact administratif Winczerova Angelika (Mrs.) Liens Contacter l’organisation Opens in new window Site web Opens in new window Coût total Aucune donnée UNIVERSITAT POLITECNICA DE VALENCIA Espagne Contribution de l’UE € 326 473,50 Adresse CAMINO DE VERA SN EDIFICIO 3A 46022 Valencia Voir sur la carte Région Este Comunitat Valenciana Valencia/València Type d’activité Higher or Secondary Education Establishments Contact administratif José Antonio Pérez García (Mr.) Liens Contacter l’organisation Opens in new window Site web Opens in new window Coût total Aucune donnée UNIVERSITY OF RUSE ANGEL KANCHEV Bulgarie Contribution de l’UE € 173 210,62 Adresse STUDENTSKA STREET 8 7017 Ruse Voir sur la carte Région Северна и Югоизточна България Северен централен Русе Type d’activité Higher or Secondary Education Establishments Contact administratif Lubin G. Vulkov (Prof.) Liens Contacter l’organisation Opens in new window Site web Opens in new window Coût total Aucune donnée INSTITUTO SUPERIOR DE ECONOMIA E GESTAO - ISEG Portugal Contribution de l’UE € 208 681,00 Adresse RUA DO QUELHAS 6 1200-781 Lisboa Voir sur la carte Région Continente Área Metropolitana de Lisboa Área Metropolitana de Lisboa Type d’activité Higher or Secondary Education Establishments Contact administratif Helena Lima (Mrs.) Liens Contacter l’organisation Opens in new window Site web Opens in new window Coût total Aucune donnée HOCHSCHULE ZITTAU/GOERLITZ Allemagne Contribution de l’UE € 224 268,88 Adresse THEODOR-KOERNER-ALLEE 16 02763 Zittau Voir sur la carte Région Sachsen Dresden Görlitz Type d’activité Higher or Secondary Education Establishments Contact administratif Lothar Kahnt (Dr.) Liens Contacter l’organisation Opens in new window Site web Opens in new window Coût total Aucune donnée TECHNISCHE UNIVERSITAET WIEN Autriche Contribution de l’UE € 242 401,72 Adresse KARLSPLATZ 13 1040 Wien Voir sur la carte Région Ostösterreich Wien Wien Type d’activité Higher or Secondary Education Establishments Contact administratif Manuela Khaladj (Ms.) Liens Contacter l’organisation Opens in new window Site web Opens in new window Coût total Aucune donnée TECHNISCHE UNIVERSITEIT DELFT Pays-Bas Contribution de l’UE € 341 489,84 Adresse STEVINWEG 1 2628 CN Delft Voir sur la carte Région West-Nederland Zuid-Holland Delft en Westland Type d’activité Higher or Secondary Education Establishments Contact administratif Meijer Nils (Mr.) Liens Contacter l’organisation Opens in new window Site web Opens in new window Coût total Aucune donnée UNIVERSITY OF GREENWICH Royaume-Uni Contribution de l’UE € 412 582,72 Adresse PARK ROW GREENWICH OLD ROYAL NAVAL COLLEGE SE10 9LS London Voir sur la carte Région London Outer London — East and North East Bexley and Greenwich Type d’activité Higher or Secondary Education Establishments Contact administratif Alison Alison Yakub (Mrs.) Liens Contacter l’organisation Opens in new window Site web Opens in new window Coût total Aucune donnée JULIUS-MAXIMILIANS-UNIVERSITAT WURZBURG Allemagne Contribution de l’UE € 224 268,88 Adresse SANDERRING 2 97070 Wuerzburg Voir sur la carte Région Bayern Unterfranken Würzburg, Kreisfreie Stadt Type d’activité Higher or Secondary Education Establishments Contact administratif Christian Gloggengiesser (Mr.) Liens Contacter l’organisation Opens in new window Site web Opens in new window Coût total Aucune donnée UNIVERSITEIT ANTWERPEN Belgique Contribution de l’UE € 232 540,00 Adresse PRINSSTRAAT 13 2000 Antwerpen Voir sur la carte Région Vlaams Gewest Prov. Antwerpen Arr. Antwerpen Type d’activité Higher or Secondary Education Establishments Contact administratif Anne Adams (Mrs.) Liens Contacter l’organisation Opens in new window Site web Opens in new window Coût total Aucune donnée