CORDIS Project
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This project develops advanced mathematical tools to address complex financial problems, including investment strategies and risk management. It focuses on improving financial models to better reflect real market conditions and manage associated risks.
A multitude of problems that fall under the scope of the field of Financial Mathematics, such as optimal investment and/or consumption, hedging of complex financial instruments, risk management and equilibrium theory, use advanced tools from the theories of Probability (including Stochastic Processes, its dynamic counterpart) and Convex Analysis.
This proposal aims to develop further the methods and tools from these areas in order to address in more depth unresolved questions of theoretical and…
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