News & Insights

In the latest release of Algorithmica Risk Management System, a number of enhancements are available, including extended instrument coverage and new risk models.

Öhman Fondkommission has selected Algorithmica’s risk management and market data solutions to support its expansion and meet growing real-time risk management demands.

This thesis proposes a way to design software for Monte Carlo simulation that facilitates the simulation of many different kinds of stochastic processes.

Reflections on choosing development tools for applied financial engineering.

This paper studies the practical pricing of Bermudan swap options, attempting to find both lower and upper bounds for the option price.

The main objective of this work is to find a pricing model for weather derivatives with payouts depending on temperature.

In this thesis we survey GARCH modelling with special focus on the fitting of GARCH models to financial return series.

This master’s thesis explores pricing of callables.

A short presentation on the basic building blocks of creating forward swap yield curves after the credit crisis.