Risk- and Finance-Lab
Description
The Risk- and Finance Lab is a platform for the systematic modelling of the cash flow streams associated with investments and operations of financial or non-financial institutions. By covering both, cash flows of operations and financial business, the Lab establishes a link between technical and financial modelling and analysis.
The computational core of the Lab is ACTUS, a library for the standardized, algorithmic representation of financial contracts and their cash flows.
The Lab aims at providing a flexible prototyping platform for teaching and research in R.
Key Data
Projectlead
Project team
Dr. Nils Andri Bundi, Aleksandar Spasojevic, Dr. Marc Weibel, Alexander Zahnd
Project partners
Project ACTUS
Project status
completed, 10/2012 - 12/2013
Funding partner
Internal
Project budget
200'000 CHF