STRIKE

Novel Methods in Computational Finance

 Coordinatore BERGISCHE UNIVERSITAET WUPPERTAL 

 Organization address address: GAUSS-STRASSE 20
city: WUPPERTAL
postcode: 42119

contact info
Titolo: Mrs.
Nome: Ulrike
Cognome: Hartig
Email: send email
Telefono: +49 202 439 3806
Fax: +49 202 439 2174

 Nazionalità Coordinatore Germany [DE]
 Totale costo 3˙582˙470 €
 EC contributo 3˙582˙470 €
 Programma FP7-PEOPLE
Specific programme "People" implementing the Seventh Framework Programme of the European Community for research, technological development and demonstration activities (2007 to 2013)
 Code Call FP7-PEOPLE-2012-ITN
 Funding Scheme MC-ITN
 Anno di inizio 2013
 Periodo (anno-mese-giorno) 2013-01-01   -   2016-12-31

 Partecipanti

# participant  country  role  EC contrib. [€] 
1    BERGISCHE UNIVERSITAET WUPPERTAL

 Organization address address: GAUSS-STRASSE 20
city: WUPPERTAL
postcode: 42119

contact info
Titolo: Mrs.
Nome: Ulrike
Cognome: Hartig
Email: send email
Telefono: +49 202 439 3806
Fax: +49 202 439 2174

DE (WUPPERTAL) coordinator 911˙609.80
2    UNIVERSITY OF GREENWICH

 Organization address address: "Old Royal Naval College, Park Row, Greenwich"
city: LONDON
postcode: SE10 9LS

contact info
Titolo: Mrs.
Nome: Alison
Cognome: Alison Yakub
Email: send email
Telefono: +44 208 331 9467
Fax: +44 208 331 8126

UK (LONDON) participant 412˙582.72
3    TECHNISCHE UNIVERSITEIT DELFT

 Organization address address: Stevinweg 1
city: DELFT
postcode: 2628 CN

contact info
Titolo: Mr.
Nome: Meijer
Cognome: Nils
Email: send email
Telefono: +31 15 27 85303

NL (DELFT) participant 341˙489.84
4    UNIVERSITAT POLITECNICA DE VALENCIA

 Organization address address: CAMINO DE VERA SN EDIFICIO 3A
city: VALENCIA
postcode: 46022

contact info
Titolo: Mr.
Nome: José Antonio
Cognome: Pérez García
Email: send email
Telefono: +34 963877409
Fax: +34 963877949

ES (VALENCIA) participant 326˙473.50
5    UNIVERZITA KOMENSKEHO V BRATISLAVE

 Organization address address: SAFARIKOVO NAM 6
city: Bratislava 1
postcode: 81499

contact info
Titolo: Mrs.
Nome: Winczerova
Cognome: Angelika
Email: send email
Telefono: +421 2 602 95 571
Fax: +421 2 654 25 882

SK (Bratislava 1) participant 284˙944.00
6    TECHNISCHE UNIVERSITAET WIEN

 Organization address address: Karlsplatz 13
city: WIEN
postcode: 1040

contact info
Titolo: Ms.
Nome: Manuela
Cognome: Khaladj
Email: send email
Telefono: +43 1 58801 10101
Fax: +43 1 58801 10199

AT (WIEN) participant 242˙401.72
7    UNIVERSITEIT ANTWERPEN

 Organization address address: PRINSSTRAAT 13
city: ANTWERPEN
postcode: 2000

contact info
Titolo: Mrs.
Nome: Anne
Cognome: Adams
Email: send email
Telefono: +32 3 265 30 28
Fax: +32 3 265 30 11

BE (ANTWERPEN) participant 232˙540.00
8    HOCHSCHULE ZITTAU-GORLITZ

 Organization address address: THEODOR-KORNER-ALLEE 16
city: ZITTAU
postcode: 2763

contact info
Titolo: Dr.
Nome: Lothar
Cognome: Kahnt
Email: send email
Telefono: +49 03583 611448
Fax: +49 03583 611563

DE (ZITTAU) participant 224˙268.88
9    JULIUS-MAXIMILIANS UNIVERSITAET WUERZBURG

 Organization address address: SANDERRING 2
city: WUERZBURG
postcode: 97070

contact info
Titolo: Mr.
Nome: Christian
Cognome: Gloggengiesser
Email: send email
Telefono: +49 931 31 82294
Fax: +49 931 31 87180

DE (WUERZBURG) participant 224˙268.88
10    INSTITUTO SUPERIOR DE ECONOMIA E GESTAO - ISEG

 Organization address address: RUA DO QUELHAS 6
city: LISBOA
postcode: 1200-781

contact info
Titolo: Mrs.
Nome: Helena
Cognome: Lima
Email: send email
Telefono: +351 213925876
Fax: +351 213922781

PT (LISBOA) participant 208˙681.00
11    UNIVERSITY OF RUSE ANGEL KANCHEV

 Organization address address: STUDENTSKA STREET 8
city: RUSE
postcode: 7017

contact info
Titolo: Prof.
Nome: Lubin G.
Cognome: Vulkov
Email: send email
Telefono: +359 082 888 466

BG (RUSE) participant 173˙210.62

Mappa


 Word cloud

Esplora la "nuvola delle parole (Word Cloud) per avere un'idea di massima del progetto.

training    computational    skills    arising    mathematics    mathematical    theory    industry    nonlinear    models    quantitative    techniques    network    financial    numerical    recent   

 Obiettivo del progetto (Objective)

'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.'

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