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Sarlin, Peter - 2014

Introduction -- Macroprudential Oversight -- Macroprudential Data -- Data and Dimension Reduction -- Data-Dimension Reductions: A Comparison -- Extending the SOM -- Self-Organizing Financial Stability Map (SOFSM) -- Exploiting the SOFSM -- Decomposing Financial Crises with SOTMs -- Conclusions,...

Persistent link: https://www.econbiz.de/10014020444

Managing the Complexity of Critical Infrastructures : A Modelling and Simulation Approach

Setola, Roberto (ed.); Rosato, Vittorio (ed.); … - 2016

for several courses on the modelling, simulation and analysis of CIs, representing extensive and integrated CIP expertise … disruption scenario analyses via simulation -- Physical simulators of critical infrastructures -- Phenomenological simulators of …

Persistent link: https://www.econbiz.de/10012692829

Towards supply chain risk analytics : fundamentals, simulation, optimization

Heckmann, Iris - 2016

newly defined concepts for the modelling and operationalization of supply chain risk within simulation and optimization … Chain Risk Analysis - Common Flaws, Core Areas, and Main Tasks • A Simulation-based Approach for Supply Chain Risk Analysis … Simulation-based Approach for Supply Chain Risk Analysis (SimSCRF) -- A Real Case Evaluation of the SimSCRF Approach -- Embedding …

Persistent link: https://www.econbiz.de/10012398011

Advanced Simulation-Based Methods for Optimal Stopping and Control : With Applications in Finance

Belomestny, Denis; Schoenmakers, John - 2018

This is an advanced guide to optimal stopping and control, focusing on advanced Monte Carlo simulation and its … classical simulation based algorithms before introducing some of the new, cutting edge approaches under development …

Persistent link: https://www.econbiz.de/10012398321

Multivariate Modellierung operationeller Risiken in Kreditinstituten

Bayer, Verena - 2012

Operationelle Risiken betreffen nahezu jede Geschäftstätigkeit von Banken. Sie verfügen über ein hohes Schadenspotential und stellen eine große Herausforderung für das Risikomanagement der Banken dar. Verena Bayer untersucht Ansätze zur Quantifizierung operationeller Risiken und der...

Persistent link: https://www.econbiz.de/10014016438

Finanzmarktsimulation mit Multiagentensystemen : Entwicklung eines methodischen Frameworks

Heun, Michael (contributor) - 2008

Entscheidungstheoretische Grundlagen -- Modellierung der Entscheidungen von Finanzmarktteilnehmern -- Multiagentensysteme und Finanzmarktsimulationen -- Entwicklung des Frameworks -- Zusammenfassung und abschließende Bemerkungen.

Persistent link: https://www.econbiz.de/10013516823

Pricing and Risk Management of Synthetic CDOs

Schlösser, Anna - 2011

-- Simulation Framework -- Conclusion … important to have a computationally fast model that can also be used in a scenario simulation framework. The well known Gaussian …

Persistent link: https://www.econbiz.de/10014015252

Ökonophysik : Die Physik des Finanzmarktes

Preis, Tobias - 2011

Mit der Finanzkrise ist auch die klassische ökonomische Theoriebildung in eine Krise geraten: In effizienten Märkten sollte es eigentlich keine Asset-Blasen und Börsencrashs geben. Als interdisziplinärer Ansatz der Wirtschaftswissenschaften und der Physik besteht der Anspruch der...

Persistent link: https://www.econbiz.de/10014425139

Computational Methods in Financial Engineering : Essays in Honour of Manfred Gilli

Kontoghiorghes, Erricos J. (contributor); … - 2008

Persistent link: https://www.econbiz.de/10013520902

Modeling Risk Management in Sustainable Construction

Wu, Desheng Dash - 2011

In this edited volume, we present the state-of-the-art views of the perspective of enterprise risk management, to include frameworks and controls in the ERM process with respect to supply chains, constructions, and project, energy, environmental and sustainable development risk management. The...

Persistent link: https://www.econbiz.de/10013522892