Metadata: Australian National University - Centre for Financial Mathematics

Data Source: TIB

BIBLIOGRAPHIC DATA
TitleAustralian National University - Centre for Financial Mathematics
PublisherCentre for Financial Mathematics (Mathematical Sciences Institute) - Australian National University: Canberra, AU
LanguageEnglish
Country (State)Australia
Format of datatext/html
KeywordsMSI; CFM; sciences; financial mathematics; Australian National University
DescriptionThe research interests of the Centre for Financial Mathematics comprise stochastic modelling (based on Levy processes, fractal activity and fractional Brownian motion), statistical inference of those models, stochastic integration and numerical aspects of partial differential equations, all with a view towards applications in option pricing, risk management and insurance.
URLhttp://wwwmaths.anu.edu.au/CFM/
Contained inhttp://wwwmaths.anu.edu.au/
 
CLASSIFICATION
Source TypeResearch Institutes
MSCverbalMathematical economics
MSC91Bxx
 
ADDITIONAL INFORMATION
Accessfree
Contents**
Levelgraduate - professional
 
STATISTICS
Backlinks20
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