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  3. ITC Financial mathematics pricing ITC Financial mathematics pricing

ITC Financial mathematics pricing

ICT Bamboo. The scope of this project is to create some pricing strategies supported by automatized processes obtained from new and adapted numerical methods, based on the study of some Stochastic Differential Equations and the analysis of the market needs.

Brief information

School:

Engineering and Architecture

Status:

Completed

Period:

01.04.2020 - 31.12.2020

Overview

***bitte ergänzen***

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Facts

Type of project

Forschung

Internal organisations involved
  • Engineering and Architecture
  • Institute of Financial Services Zug (IFZ)
  • CC Fluid Mechanics and numerical methods
External project funder
  • Roche Diagnostics International AG
Funding
  • Private / Stiftungen
  • Andere interne Finanzierung
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Persons involved: internal

Project manager
  • Jung Kyu Canci
Member of project team
  • Michael Blankenagel
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Persons involved: external

External member of project team
  • Philipp Mekler

Brief information

School:

Engineering and Architecture

Status:

Completed

Period:

04/01/2020 - 12/31/2020

Project Head

Prof. Dr. Jung Kyu Canci

Professor

+41 41 349 31 54

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