Risk- and Finance-Lab
At a glance
- Project leader : Prof. Dr. Henriette Elise Breymann
- Project team : Nils Andri Bundi, Aleksandar Spasojevic, Marc Weibel, Alexander Zahnd
- Project budget : CHF 200'000
- Project status : completed
- Funding partner : Internal
- Project partner : Project ACTUS
- Contact person : Henriette Elise Breymann
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.