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 easily be: Is it the death or Risk-Management (VaR)? | Back to Archive | Download...
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 ourselves to any sector (Financial, Shipping etc) but instead, we are focusing on defining the...
RenteDyk This presentation take a look at the new product from Realkredit Danmark, called RenteDykTM – also referred to as a One-Way-Floater. The presentation begins with a detailed explanation of the product, which includes a survey of the exotic option – a...
Inflation This presentation gives a survey of Inflation-Linked Products. The presentation includes the following topics: Inflation-Linked Bonds, Inflation-Swaps, CPI, inflation rate, implying the CPI-curve from Market-data, risk-measures (inflation and interest-rate...
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 follows. It starts off with a short survey of the Danish Mortgage Credit System. Next we look at the factors...
Libor Model Simulation The presentation gives a survey of the different methods/models that are available for the pricing of American/Bermudan options using Monte-Carlo. The interest in finding efficient ways to do that followed the introduction of the so-called...
