News & Insights

The Financial Compliance Group AB are pleased to announce that FCG’s risk and compliance services offering will be based on Algorithmica’s ARMS and Quantlab system platform.

Uträknade exempel per den 2013-11-13 för samtliga swapkurvor. En not kring feltryck och fel i formeln för vissa valutor är bifogad sist i dokumentet.

Algorithmica Research AB and SEB Life recently rolled out a successful joint development project that extends Algorithmica’s risk management system.

Calculation method Filtered Historical Simulation (FHSVaR) is now among the standard choices of VaR or CVaR.

The focus of this thesis is on the risk neutral valuation of Bermudan swaptions and its application to pricing situations where observed market data used for calibration is limited.

Download the presentation “A unified and pragmatic approach to VaR, PFE and CVA” here.

Algorithmica Research will exhibit at The Screen Event Amsterdam 2012 which is the 20th products and services event for the european professional financial services community.

Millistream is a provider of market data specialized in feed and web solutions. Through its modern and unique architecture, the Millistream platform produces excellent services in terms of speed, accuracy and flexibility.

Algorithmica Research will exhibit at The Screen Event Amsterdam 2012 which is the 20th products and services event for the european professional financial services community.