Stochastic optimization and dynamics [electronic resource] : what they are and why they are important for risk management in sovereign institutions, Part 1 / Jérôme L. Kreuser.
Material type:
FilmSeries: Henry Stewart talksBusiness & management collection. Risk management for sovereign institutions: Publisher: London : Henry Stewart Talks, 2012Description: 1 online resource (1 streaming video file (63 min.) : color, sound)Other title: Stochastic optimization and dynamics, Part 1Subject(s): Dynamic programming | Financial risk management | Mathematical optimization | Sovereign wealth funds | Stochastic programmingOnline resources: Click here to access online | Series Animated audio-visual presentation with synchronized narration.
Title from title frames.
Contents: What dynamic stochastic programming (DSP) is -- Generating scenario trees -- Constructing and testing trees -- Dynamic stochastic optimizations models -- Measuring and controlling risks -- Risk management failures in the financial crisis -- Correcting risk management failures -- Central bank reserve management -- Sovereign wealth fund risk management.
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Mode of access: World Wide Web.