Sergey Zhilyakov

Wehrspohn GmbH & Co. KG

Spiegelstraße 39

Mannheim, D-68305

Germany

http://www.wehrspohn.de

SCHOLARLY PAPERS

4

DOWNLOADS

565

SSRN CITATIONS

0

CROSSREF CITATIONS

0

Scholarly Papers (4)

1.

Monte-Carlo Simulation with Risk Kit

Number of pages: 59 Posted: 05 May 2011 Last Revised: 20 Apr 2021
Uwe Wehrspohn and Sergey Zhilyakov
Wehrspohn GmbH & Co. KG and Wehrspohn GmbH & Co. KG
Downloads 501 (70,444)

Abstract:

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Monte-Carlo simulation, rapid prototyping, risk management

2.

Monte-Carlo Simulation mit Risk Kit (Monte-Carlo Simulation with Risk Kit)

Number of pages: 61 Posted: 18 Feb 2021 Last Revised: 20 Apr 2021
Uwe Wehrspohn and Sergey Zhilyakov
Wehrspohn GmbH & Co. KG and Wehrspohn GmbH & Co. KG
Downloads 45 (495,352)

Abstract:

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Monte-Carlo simulation, rapid prototyping, risk analysis, risk management

Abstract:

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Market Data, Public Data Sources, API, ECB, FRED, Eurostat, World Bank, Apilayer Marketstack

4.

Live Access to Large International Data Sources With Risk Kit Data – Case Study: Impact of the Oil Price and FX and Interest Rates on Profit and Loss

Number of pages: 34 Posted: 22 Mar 2021 Last Revised: 20 Apr 2021
Uwe Wehrspohn and Sergey Zhilyakov
Wehrspohn GmbH & Co. KG and Wehrspohn GmbH & Co. KG
Downloads 8 (726,357)

Abstract:

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market data feed, data consolidation, model selection, calibration, simulation