University of Florida

Risk Management and Financial Engineering - Department of Industrial & Systems Engineering

Skip to main Content   Search   Main Navigation   Resources   Website   Social   Address   What is this view

Main Navigation

Risk Management and Financial Engineering Laboratory

The Risk Management and Financial Engineering (RMFE) Laboratory is an interdisciplinary laboratory led by Stan Uryasev, Professor of Industrial and Systems Engineering.  The Laboratory is focused on analyzing risk management issues, including:

  • risk management in financial applications
  • risk management in energy:
    • deregulated electricity market (pricing of units, uncertain demands, failures, network flow problems, impact of weather on electricity consumption)
    • controlling nuclear risks
  • risk management and resource allocation in military applications
  • medical applications (balancing of risks: hospital-insurance company)
  • risk management in agriculture (uncertain weather conditions, hedging risks with futures contracts)
  • environmental applications (pollution, natural disasters)

and financial engineering applications such as:

  • analysis of risk measures such as Value-at-Risk and Conditional Value-at-Risk
  • credit risk
  • insurance pricing and resource allocation
  • hedging using optimization approaches
  • portfolio optimization
  • pricing of derivative instruments
  • trading algorithms.

Laboratory Mission

The mission of the RMFE Lab is to:

  • Facilitate research and applications in the area of risk management, financial mathematics, and engineering
  • Provide a basis for the collaborative efforts of the multidisciplinary team of UF researchers and industrial partners
  • Provide access to the state-of-the-art risk management and financial engineering software, which will improve research capabilities and the teaching process
  • Support activities of the Interdisciplinary Ph.D. Program with Concentration in Quantitative Finance involving four departments of the University of Florida: Industrial and Systems Engineering Dept. (Financial Engineering Program), Mathematics Dept. (Financial Mathematics Program), Statistics Dept. (Financial Mathematics Program), and Finance Dept. in the Business School (Financial Engineering Program)

Footer

Resources

Website

Social links

Address

What is this view?

You are using a dynamic assistive view of the University of Florida site. It has all the same data and features of the original site but formatted just with assistive users in mind. It has links and content reorganized to aid assistive users and has controls at the bottom under assistive options that allow you to control key aspects such as font size and contrast colors etc.
This is not a separate text-only site, it's a dynamic view that uses unique technology from Usablenet to give assistive users better, more accessible access to the same content and features as all users that use the graphic view of the site.

Assistive Options

Top of page


Assistive Options

Open the original version of this page.

Usablenet Assistive is a Usablenet product. Usablenet Assistive Main Page.