| EPSRC Reference: |
EP/H043071/1 |
| Title: |
Proposed visit by Professor Sandeep Juneja (Tata Institute of Fundamental Research, India) |
| Principal Investigator: |
Foss, Professor S |
| Other Investigators: |
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| Researcher Co-Investigators: |
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| Project Partners: |
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| Department: |
S of Mathematical and Computer Sciences |
| Organisation: |
Heriot-Watt University |
| Scheme: |
Standard Research |
| Starts: |
01 September 2010 |
Ends: |
31 August 2011 |
Value (£): |
19,256
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| EPSRC Research Topic Classifications: |
| Statistics & Appl. Probability |
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| EPSRC Industrial Sector Classifications: |
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Summary on Grant Application Form |
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The aim of this proposal is to bring Professor Sandeep Juneja of the Tata Institute of Fundamental Research, an applied probabilist with particular expertise in rare event simulation and computational finance, to the UK for a period of two-three months. During this period Professor Juneja would give a short course on Portfolio Tail Risk Measurement at Heriot-Watt University under the umbrella of the Maxwell Institute, and would hold an intensive exchange of ideas with the proposed Investigators and their colleagues as an initial phase of a proposed collaboration. He would also visit Cambridge, Bristol, and other UK Institutions to give seminar talks and to hold further scientific discussions with colleagues.
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Key Findings |
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This information can now be found on Gateway to Research (GtR) http://gtr.rcuk.ac.uk
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Potential use in non-academic contexts |
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This information can now be found on Gateway to Research (GtR) http://gtr.rcuk.ac.uk
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Impacts |
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| Description |
This information can now be found on Gateway to Research (GtR) http://gtr.rcuk.ac.uk |
| Summary |
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| Date Materialised |
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Sectors submitted by the Researcher |
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This information can now be found on Gateway to Research (GtR) http://gtr.rcuk.ac.uk
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| Project URL: |
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| Further Information: |
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| Organisation Website: |
http://www.hw.ac.uk |