Simulation Framework

Chapter
Part of the Lecture Notes in Economics and Mathematical Systems book series (LNE, volume 646)

Abstract

Such a simulation framework is useful in the application fields like portfolio optimization and asset-liability management. First, a risk-factor scenarios are simulated. Afterwards, the present values of various instruments can be computed along the simulated paths. Finally, taking into account the development of present values and cash flows of the instruments along the simulated paths, a portfolio optimization can be performed and an optimal asset allocation can be determined.

Keywords

Credit Default Swap Asset Return Default Probability Credit Spread Short Rate 
These keywords were added by machine and not by the authors. This process is experimental and the keywords may be updated as the learning algorithm improves.

Copyright information

© Springer Berlin Heidelberg 2011

Authors and Affiliations

  1. 1.risklab GmbHHedging and Derivatives StrategiesMunichGermany

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