News & Insights

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.

Algorithmica Research AB, a leading provider of solutions for advanced risk management, quantitative analysis and enterprise-wide management of historical data, today announced the release of the ARMS CCR module.

Lannebo Fonder, one of the most successful independent fund managers in the Nordic region, has selected Algorithmica Risk Management System (ARMS) and Algorithmica History Server (AHS) for real-time risk and compliance monitoring.

För elfte året i rad arrangerar Algorithmica eventet Finanskontakt tillsammans med KTH.