| Co-Investigator(Kenkyū-buntansha) |
堀 敬一 関西学院大学, 経済学部, 教授 (50273561)
Kohatsu・Higa A 立命館大学, 理工学部, 教授 (80420412)
足立 高徳 立命館大学, BKC社系研究機構, 教授 (60733722)
今村 悠里 立命館大学, 理工学部, 助教 (40633194)
劉 念麟 立命館大学, 総合科学技術研究機構, 研究員 (90610923)
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| Budget Amount *help |
¥16,900,000 (Direct Cost: ¥13,000,000、Indirect Cost: ¥3,900,000)
Fiscal Year 2017: ¥3,250,000 (Direct Cost: ¥2,500,000、Indirect Cost: ¥750,000)
Fiscal Year 2016: ¥3,250,000 (Direct Cost: ¥2,500,000、Indirect Cost: ¥750,000)
Fiscal Year 2015: ¥3,250,000 (Direct Cost: ¥2,500,000、Indirect Cost: ¥750,000)
Fiscal Year 2014: ¥3,250,000 (Direct Cost: ¥2,500,000、Indirect Cost: ¥750,000)
Fiscal Year 2013: ¥3,900,000 (Direct Cost: ¥3,000,000、Indirect Cost: ¥900,000)
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| Outline of Final Research Achievements |
The project contributed, from the perspective of stochastic calculus, to the new developments in the field of financial engineering after the financial crisis. In the new generation modelling, more sophisticated theoretical foundations
explaining interactions among the various models are required, compared with the old type ones where in most parts the modelling was ad-hoc. This project promoted good many fruitful international research collaborations.
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