# FinE Analytics

Software Development For The Financial Industri

# Archive

## Indicative Prices for Danish Mortgage Bonds

The purpose of this paper is to explain the reasoning and insight behind the calculation of Indicative Prices for Danish mortgage bonds

## Financial Risk, Past, Present

This presentation is a follow up on the presentation: “Financial Crisis of 2008″…

## Modelling Danish Mortgage Bonds

The purpose of this paper is to explain the background behind the key-figures for the danish mortgage bonds that are calculated…

## 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…

## CVA – A look vehind the scenes

This presentation discusses counterparty-risk in terms of CVA/DVA. This both from a practical angle and a more pricing theoretical…

## 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 Normal Class Of Arbitrage-free Spot-rate Models

In this paper we first show how to determine the T-forward adjusted risk-measure using the concept of fundamental solution to linear…

## Realkreditrådgivning | Et nyt paradigme

Boligøkonomisk Videncenter i Realdania startede i maj 2010 et projekt om danskernes konvertering af realkreditlån i boligen…

## 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…

## Risk Management – an Introduction

The purpose of this document is to give an introduction to Risk management seen in a broad perspective. That is we do not limit…

## 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…

## Danish Mortgage Modeling in FinE

The purpose of this white-paper is to give an introduction to how FinE models prepayment behaviour.The paper is organized as…

## Libor Model Simulation

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

## The Pricing Of Interest-rate Contingent Claims

The most important result in this working paper is the construction of a multidimensional Gaussian interest-rate term structure model…

# Contact Us

FinE Analytics | Jens Jessens Vej 15, DK-2000 Frederiksberg | CVR 27 45 18 45 | cam@fineanalytics.com | +45 21 46 23 16