We use stochastic kriging, a metamodeling technique, to speed up nested simulation of expected shortfall, a portfolio risk measure. Evaluating a risk measure of a portfolio that includes derivative ...

Simulations are important. It was ever thus since the dawn of computing, but they have become even more important in AI-infused complex business environments. Simulations are core to any ...

Have you ever faced the daunting task of identifying and prioritizing risks in a project, only to feel overwhelmed by the sheer complexity of it all? Whether you’re managing a multi-million-dollar ...

Does your team require a tailored learning solution on this or any other topic? Working with the portfolio of expert tutors and Risk.net’s editorial team, we can develop and deliver a customised ...

This course is available on the BSc in Business Mathematics and Statistics, BSc in Management and BSc in Statistics with Finance. This course is available as an outside option to students on other ...

This course is available on the BSc in Management, BSc in Statistics with Finance, International Exchange (1 Term) and International Exchange (Full Year). This course is available as an outside option ...