← Leaderboards
Tomasz R Bielecki
Northeastern Illinois University
$654,636
Attributed
$1,129,271
Total exposure
5
Grants
4
Lead (contact PI)
Attributed= this PI's even-split share of every grant they're on (the fair, additive number). Exposure = full size of all those grants.
Funding over time
peak $344.3K · FY2006–19$500K$375K$250K$125K$0
'06
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'19
Funding mix
By agency
NSF$1,129,271 · 5
By mechanism
—$1,129,271 · 5
Top collaborators
- Igor Cialenco3 shared
- Lidia Z Filus1 shared
Grant awards (5)
Collaborative Research: Risk-Averse Control of Markov Systems with Model Uncertainty$220,000
· FY2019 · MPS · contact PI
Topics in stochastic processes and mathematical finance: counterparty risk valuation and hedging, Markov consistency and Markov copulae, and dynamic performance assessment indices$344,306
· FY2012 · MPS · contact PI
AMC-SS: Mathematical foundations of responsible risk management in credit markets$299,965
· FY2009 · MPS · contact PI
AMC-SS: Research on Dependence of Stochastic Processes and on Mathematical Aspects of Credit Derivatives and Convertible Bonds$180,000
· FY2006 · MPS · contact PI
Topics in Stochastic Control, Portfolio Optimization and Credit Risk Analysis$85,000
· FY2002 · MPS