Grant: Discovery Grants Program - Individual
HEC Montréal
$26,000.00
Stochastic dynamic programming for modelling and solving extended multivariate structural models
EF 2021-22
Résumé
Bankruptcy prediction; Corporate bonds; Credit risk; Financial derivatives; Financial engineering; Mathematical modelling of financial markets; Monte Carlo simulation; Numerical approximations; Stochastic dynamic programming; Stochastic processes
Programme
Discovery Grants Program - Individual
Bénéficiaire
Emplacement
Quebec, Canada
Type de bénéficiaire
Academia
Type
Grant
Source
NSERC's Awards Data
Tel que publié
Application id
RGPIN-2018-04432
Name nom
Ben-Ameur, Hatem
Department département
Sciences de décision
Organization id
65
Institution établissement
HEC Montréal
Province en
Québec
Province fr
Québec
Country en
CANADA
Country fr
CANADA
Fiscal year exercice financier
2021
Competition year année de concours
2018
Award amount
26000
Program id
RGPIN
Program name en
Discovery Grants Program - Individual
Program name fr
Programme de subventions à la découverte - individuelles
Group en
Discovery grants programs
Group fr
Programmes de subventions à la découverte
Committee code
1509
Committee name en
Civil, Industrial and Systems Engineering
Committee name fr
Génie civil, industriel et des systèmes
Area of application code
1206
Area of application group en
Advancement of knowledge
Area of application group fr
Avancement des connaissances
Area of application en
Engineering
Area of application fr
Génie
Research subject code
2960
Research subject group en
Applied mathematics
Research subject group fr
Mathématiques appliquées
Research subject en
Mathematical modelling
Research subject fr
Modélisation mathématique
Installment
inst:4
Partie
1
Nb partie
5
Application title
Stochastic dynamic programming for modelling and solving extended multivariate structural models
Keyword
NSERC
Application summary
Bankruptcy prediction; Corporate bonds; Credit risk; Financial derivatives; Financial engineering; Mathematical modelling of financial markets; Monte Carlo simulation; Numerical approximations; Stochastic dynamic programming; Stochastic processes
