Projects
Design of new models and techniques for high performance financial applications. University of Antwerp
Modelling and simulation with applications in finance, insurance and economics Ghent University
Interdisciplinary research has gained a lot of attention in recent years and this is also the case in finance and insurance as well as for topics at the interface of economics, physics and sociology (i.e., econophysics and sociophysics). Advanced mathematical modelling and new computational and statistical methods have already brought the research in these applied fields to a high level. Thanks to the increasing computing capacity of ...
Modern contributions in quantitative finance: on derivatives pricing and sustainable capital KU Leuven
Exactly 50 years ago, in 1973, Black, Scholes and Merton delivered their game-changing and Nobel prize-winning Black-Scholes-Merton model. Ever since, research in quantitative finance has been focused on developing mathematical tools to accurately model the dynamics of financial assets, moving beyond Black, Scholes and Merton's original assumption of normality. While these established mathematical tools continue to find a widespread use in ...