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AntiFragility

This presentation contains a short introduction to the concepts: Fragility and Anti-Fragility – ideas which original comes from…

Emperical Yieldcurve Dynamics

This paper has two objectives. First we will construct a general model for the variation in the term structure of interest rates…

Tail Risk 2

This presentation focuses on a practical example on the modelling of Tail-Risk for Danish Mortgage Bonds during the Financial…

Tail Risk 1

This presentation focus is the discussion of Tail-Risk, and which methods are available.

Modelling & Operational Risk

This presentation focuses on given an introduction to the modelling of Operationel Risk. Different Risk approaches to Operationel…

The Financial Crisis and ERM

This presentation looks at the Financial Crisis of 2008, what failed and what to learn from it. A subtitle for this presentation could…

RenteDyk

This presentation take a look at the new product from Realkredit Danmark, called RenteDykTM – also referred to as a One-Way-Floater…

Inflation

This presentation gives a survey of Inflation-Linked Products. The presentation includes the following topics: Inflation-Linked…

Libor Model Simulation

The presentation gives a survey of the different methods/models that are available for the pricing of American/Bermudan options…

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