Risk management and simulation gupta pdf

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risk management and simulation gupta pdf

PDF Download Risk Management and Simulation BY - Aparna Gupta Full …

Written for graduate students and professionals, Risk Management and Simulation introduces simulation modeling and computational techniques for solving risk management problems. The book contains extensive review questions and includes detailed quantitative and computational exercises. Topics include simulation, risk modeling, stochastic processes, risk management, and risk analysis. CRC Press, Inc. Choose a web site to get translated content where available and see local events and offers. Based on your location, we recommend that you select:. Select the China site in Chinese or English for best site performance.
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Published 23.12.2018

Risk Management and Simulation

Research Projects and Publications

The system can't perform the operation now. Try again later. Citations per year. Duplicate citations. The following articles are merged in Scholar. Their combined citations are counted only for the first article.

BASIX, an Indian microfinance corporation, must decide whether to continue to sell weather insurance to its clients. A brand-new financial product, weather insurance pays if measured rainfall during the growing season falls below a pre-specified limit. Sattaiah, managing director of the BASIX's bank, considers a revised insurance policy for the coming season, weighing the costs and potential risks of expanding the product against the potential benefits. To consider the economics of household insurance in a relatively simple setting. Students will explore the notions of aggregate versus idiosyncratic risk, basis risk, and risk aversion.

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My research addresses issues in risk assessment and management for different financial institutions and for different market participants. My most recent work is devoted to developing network representations of interconnectedness of financial institutions and asset prices, to determine the impact of spill-over risks and contagion. At the institutional level, I have also been interested in developing enterprise risk management strategies and analyzing incentives for risk management.
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Gupta s research interests are in risk management, financial engineering, and financial decision support. She has addressed a range of issues in risk management at the individual and institutional levels, including.

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Computer simulation is the reproduction of the behavior of a system using a computer to simulate the outcomes of a mathematical model associated with said system. Since they allow to check the reliability of chosen mathematical models, computer simulations have become a useful tool for the mathematical modeling of many natural systems in physics computational physics , astrophysics , climatology , chemistry , biology and manufacturing , as well as human systems in economics , psychology , social science , health care and engineering. Simulation of a system is represented as the running of the system's model. It can be used to explore and gain new insights into new technology and to estimate the performance of systems too complex for analytical solutions. Computer simulations are realized by running computer programs that can be either small, running almost instantly on small devices, or large-scale programs that run for hours or days on network-based groups of computers. The scale of events being simulated by computer simulations has far exceeded anything possible or perhaps even imaginable using traditional paper-and-pencil mathematical modeling.


4 thoughts on “Risk Management and Simulation by Aparna Gupta (ebook)

  1. Practitioners of a new technical specialty--financial engineering--can help senior managers achieve their objectives.

  2. Risk Management and Simulation - CRC Press Book. Aparna Gupta Risk Management and Simulation shows how simulation modeling and analysis can.

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