Risk- and Finance-Lab
At a glance
- Project leader : Prof. Dr. Wolfgang 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 : Wolfgang 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.