News & Insights

Algorithmica Research AB and Arcontech PLC are pleased to announce that bi-directional connectivity between Quantlab and CityVision has been completed and has been made available to the marketplace.

Saab, Sweden’s largest defense contractor, recently selected Algorithmica Risk Management System (ARMS) and Algorithmica History Server (AHS) as the risk management solution for Saab Treasury and Saab Pension Fund.

Algorithmica today released an extended swap library for Quantlab with support for a wide range of swap types.

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.