Project

Stochastic modelling with applications in financial markets

Duration
01 January 2011 → 31 December 2015
Funding
Research Foundation - Flanders (FWO)
Research disciplines
  • Natural sciences
    • Applied mathematics in specific fields
    • Statistics and numerical methods
    • Computer architecture and networks
    • Distributed computing
    • Information sciences
    • Information systems
    • Programming languages
    • Scientific computing
    • Theoretical computer science
    • Visual computing
    • Other information and computing sciences
  • Social sciences
    • Applied economics
Keywords
financial markets risk management stochastic modelling
 
Project description

This scientific research network will focus on interdisciplinary research (mathemetics-physics) in the area of stochastic modeling based on the interaction between histiry, numerical computations and applications in financial markets, Hereto the network will make use of the complementary expertise present in the participating research groups.