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Financial institutions have massive computations to carry out overnight which are very demanding in terms of the consumed CPU. The challenge is to price many different products on a cluster-like arch...
We provide a new dynamic approach to scenario generation for the purposes of risk management in the banking industry. We connect ideas from conventional techniques { like historical and Monte Carlo si...
The commodity production sector has attempted to manage price risk through the use of futures and options contracts, but producers are faced with a limited amount of time to analyze factors necessary ...
The Risk Management and Insurance Department is one of the largest and finest academic programs dedicated to risk management research and education anywhere in the world. More than 20 faculty conduct ...
Center for Risk Management and Insurance Research is in the J. Mack Robinson College of Business at Georgia State University. Established in 1969, the Center studies and disseminates information on tr...
At International Risk Management Institute, our mission is to be the premier authority in providing expert advice and practical strategies for risk management, insurance, and legal professionals. We w...
The Fiduciary and Investment Risk Management Association, Inc. (FIRMA) is the leading provider of current and relevant fiduciary and investment risk management education and networking opportunities t...
Nonparametric Risk Management and Implied Risk Aversion.

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