(<CODES>) Stochastic and numerical modeling in finance and insurance

Code

bof/baf/4y/2024/01/468

Duration

01 January 2024 → 31 December 2025

Funding

Regional and community funding: Special Research Fund

Promotor

Michèle Vanmaele

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

This project focuses on stochastic and numerical modeling for pricing, hedging and risk managment of financial and/or insurance products..

English

Dutch

English

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Project

Stochastic and numerical modeling in finance and insurance