Similar Search Results

Chapter 6. Solving and Simulating Models with Heterogeneous Agents and Aggregate Uncertainty

Algan, Yann; Allais, Olivier; Den Haan, Wouter J.; … - In: Handbook of computational economics : volume 3, (pp. 277-324). 2014

Although almost nonexistent 15 years ago, there are now numerous papers that analyze models with both aggregate uncertainty and a large number—typically a continuum—of heterogeneous agents. These models make it possible to study whether macroeconomic fluctuations affect different agents...

Persistent link: https://ebvufind01.dmz1.zbw.eu/10014025716

Solving the incomplete markets model with aggregate uncertainty using parameterized cross-sectional distributions

Algan, Yann; Allais, Olivier; Den Haan, Wouter J. - In: Journal of economic dynamics & control 34 (2010) 1, pp. 59-68

Persistent link: https://ebvufind01.dmz1.zbw.eu/10003922106

From smile asymptotics to market risk measures

Sircar, Kaushik Ronnie; Sturm, Stephan - In: Mathematical finance : an international journal of … 25 (2015) 2, pp. 400-425

Persistent link: https://ebvufind01.dmz1.zbw.eu/10011350605

An eﬃcient Monte Carlo based approach for the simulation of future annuity values

Bacinello, Anna Rita; Millossovich, Pietro; Viviano, Fabio - 2021

Persistent link: https://ebvufind01.dmz1.zbw.eu/10012615282

Business Risk and Simulation Modelling in Practice : Using Excel, VBA And RISK

Rees, Michael - 2015 - 1st ed.

Intro -- Business Risk and Simulation Modelling in Practice -- Contents -- Preface -- About the Author -- About the … Website -- PART I An Introduction to Risk Assessment - Its Uses, Processes, Approaches, Benefits and Challenges -- 1 The … Context and Uses of Risk Assessment -- 1.1 Risk Assessment Examples -- 1.1.1 Everyday Examples of Risk Management -- 1 …

Persistent link: https://ebvufind01.dmz1.zbw.eu/10012687350

Solving the incomplete markets model with aggregate uncertainty using the Krusell-Smith algorithm and non-stochastic simulations

Young, Eric R. - In: Journal of economic dynamics & control 34 (2010) 1, pp. 36-41

Persistent link: https://ebvufind01.dmz1.zbw.eu/10003922087

Simulations for models with heterogeneous agents, incomplete markets, real assets and aggregate uncertainty

Pierri, Damian - In: Journal of economic interaction and coordination 20 (2025) 1, pp. 197-236

Persistent link: https://ebvufind01.dmz1.zbw.eu/10015331217

Neural networks and ARMA-GARCH models for foreign exchange risk measurement and assessment

Nsengiyumva, Elysee; Mung'atu, Joseph K.; Kayijuka, Idrissa - In: Cogent economics & finance 12 (2024) 1, pp. 1-15

risks. This study aimed to measure and assess foreign exchange risk utilizing Neural Networks and ARMA-GARCH models. Data on … GBP. This research explores advanced methods for measuring and assessing foreign exchange risk using Neural Networks … for financial institutions, investors, and policymakers, equipping them with robust tools for risk management in currency …

Persistent link: https://ebvufind01.dmz1.zbw.eu/10015193557

Modellunsicherheit, verbesserte Fréchet-Hoeffding Schranken und Anwendungen in der Finanzmathematik

Lux, Thibaut - 2017

Persistent link: https://ebvufind01.dmz1.zbw.eu/10012194488

Uninsurable risk and the determination of real interest rates : an investigation using UK indexed bonds

Barr, David G.; Basu, Parantap; Wada, Kenji - 2012

Persistent link: https://ebvufind01.dmz1.zbw.eu/10010465991