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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

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