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Financial Engineering and SD

Posted: Thu Dec 16, 2004 5:00 pm
by Yalin Gunduz
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

Posted: Fri Dec 17, 2004 6:24 pm
by Fabian Fabian
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>