Code
bof/baf/4y/2024/01/468
Duration
01 January 2024 → 31 December 2025
Funding
Regional and community funding: Special Research Fund
Promotor
Research disciplines
-
Natural sciences
- Game theory, economics, social and behavioural sciences
- Probability theory
- Numerical analysis
Keywords
numerical methods
stochastic processes
pricing of derivatives
risk management
Project description
This project focuses on stochastic and numerical modeling for pricing, hedging and risk managment of financial and/or insurance products..