Organisation profile

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 Pioneering work on new products in life insurance, long term saving as well as the need to introduce macro-economic factors in classical risk theory. TOPIC D : General Theory of Stochastic Processes and Martingale Theory Development of theoretical problems in this field and its applications in the aforementioned topics

Contact information

Pleinlaan 2
1050
Brussels
Belgium
  • Phone: +32-2-6293471

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