Find expertise

TOPIC A : Mathematical Finance Development of theoretical models of stochastic processes that describe prices of bonds and stocks. The main difficulty is the modelling of the no-arbitrage condition. TOPIC B : Modelling of interest rates Design of a model of short term interest rates, applying the general ideas of model building By the no-arbitrage theory this implies a model for the bond market TOPIC C : Risk Theory and Life Insurance ...

CLEA investigates the possibilities of interdisciplinary research, concentrating on the search for integrating world views. In a rapidly changing and complex society, scientific, social, and cultural knowledge is fragmented. This fragmentation leads to a growing gap between the exact sciences and the humanities (the two cultures), and between the layman and the specialist in general. Even more it entails the alienation of humankind from his ...