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Thesis

Mathematical modelling, scenario simulation and policy analysis

Abstract:

Scenario simulation and stress testing have become indispensable tools for policy makers for the monitoring and management of risk in complex socio-economic systems with heterogeneous, interrelated components. This thesis contains several methodological contributions to this increasingly important field at the intersection of mathematical modelling and policy, with applications focusing on three specific areas: the stress testing of large financial institutions, the financial stability of ...

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Institution:
University of Oxford
Division:
MPLS
Department:
Mathematical Institute
Sub department:
Mathematical Institute
Oxford college:
St Hugh's College
Role:
Author
ORCID:
0000-0001-8707-2872

Contributors

Institution:
University of Oxford
Division:
MPLS
Department:
Mathematical Institute
Sub department:
Mathematical Institute
Oxford college:
St Hugh's College
Role:
Supervisor
Institution:
University of Oxford
Division:
MPLS
Department:
Mathematical Institute
Sub department:
Mathematical Institute
Role:
Examiner
Institution:
University of Sussex
Role:
Examiner
Type of award:
DPhil
Level of award:
Doctoral
Awarding institution:
University of Oxford

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