Dear colleagues,
As a doctoral student, I am researching credit risk and financial
derivatives markets. I am looking for intersections between Financial
Engineering and SD methods, whether one can apply SD methods on this
specific field of finance. I will appreciate your kind comments on
this issue.
Best regards,
Yalin Gunduz,
From: Yalin Gunduz <yalin@metu.edu.tr>
University of Karlsruhe (TH)
Institute for Finance, Banking and Insurance
Chair of Financial Engineering and Derivatives
Karlsruhe, Germany
Phone: +49 (0)721 608-8189
Fax: +49 (0)721 608-8190
Email: Yalin.Gunduz@fbv.uni-karlsruhe.de
Financial Engineering and SD
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- Junior Member
- Posts: 7
- Joined: Fri Mar 29, 2002 3:39 am
Financial Engineering and SD
Hi,
You might like to browse 20/20 Foresight: Crafting Strategy in an Uncertain World,
by Hugh Courtney.
There, System Dynamics is mentioned as a suitable method for dealing with Strategy
as a Portfolio of real options, with moderate to high level of uncertainty.
Although not equal to derivatives, it is quite close, I think.
Be well...
Fabian Szulanski
From: Fabian Fabian <f_fabian@yahoo.com>
You might like to browse 20/20 Foresight: Crafting Strategy in an Uncertain World,
by Hugh Courtney.
There, System Dynamics is mentioned as a suitable method for dealing with Strategy
as a Portfolio of real options, with moderate to high level of uncertainty.
Although not equal to derivatives, it is quite close, I think.
Be well...
Fabian Szulanski
From: Fabian Fabian <f_fabian@yahoo.com>