Research

• Multivariate Risk Modelling (MRM)

• Queueing and Performance Analysis (QPA)

• Random Spatial Structures (RSS)

• Statistical Information and Modelling (SIM)

Research

Research at Eurandom is organised in 3 programmes, each with 3 to 4  themes:

Multivariate Risk Modelling (MRM)

• Modelling Financial Contagion

• New Rating Models for Asset Backed Securities (ABSs)

• Credit Derivatives and Their Risk Management

Queueing and Performance Analysis (QPA)

• Queueing Theory

• Performance Analysis of Production Systems

• Performance Analysis of Communication Systems

Random Spatial Structures (RSS)

• Critical phenomena

• Disordered media

• Random networks

• Population dynamics

Statistical Information and Modelling (SIM)

• Statistical Signal and Image Analysis

• Statistics in Biology

• Statistics in Industry

  P.O. Box 513, 5600 MB  Eindhoven, The Netherlands
tel. +31 40 2478100  fax +31 40 2478190  
  e-mail: info@eurandom.tue.nl