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Market Frictions in Mathematical Finance (MFMF)

Start date: Jan 1, 2012, End date: Dec 31, 2017,

For the past twenty years, Mathematical Finance has grown from the perfect fit between martingale methods and models of frictionless markets. But in last two years, the limits of this theory have become painfully clear, with the widespread failure of the valuation and risk control systems in the financial industry.This proposal lays the groundwork for a new generation of models, which include nonl ...
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The overall goal of InterConnect is to establish a global network that will facilitate the co-ordination of population research on the interaction between genetic and environmental factors in the aetiology of obesity and diabetes. We aim to establish mechanisms for identification and classification of studies and the data that they hold and create a forum for harmonization of methods as a foundati ...
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