High Speed Fixed Income Analytics

• The market standard for valuation and analysis of bonds, MBS, interest rate derivatives, and structured products.

Advisory and Consulting Services

• Debt management, model validation and calibration, counterparty exposure measurement, hedge effectiveness testing, and portfolio construction.

Independent Valuation Services

• Bonds, MBS, interest rate derivatives, and structured products.

• Dr. Kalotay provided an in-depth look at Bond Buyer Online's Advance Refunding Calculator in the web seminar Are Your Bonds Ripe for Refunding on May 6th. Click here to access a recording of the webinar.

June 2010

• Dr. Kalotay was among the distinguished speakers at the Oxford-Columbia Risk Summit, June 28-29th at Columbia University, New York, giving a talk on Municipal Debt Management: The Missing Option.

May 2010

• AKA has added spread analysis measures Z-spread, I-spread, and G-spread to its flagship fixed income valuation library, BondOAS™.

• Dr. Kalotay provided an in-depth look at Bond Buyer Online's Advance Refunding Calculator in the web seminar Are Your Bonds Ripe for Refunding on May 6th. Click here to access a recording of the webinar.

April 2010

• Dr. Kalotay and Qi Fu were interviewed by in the latest NYU-Poly's alumni publication, Cable: Financial Engineers Create Manual and Calculator To Help Homeowners Make Smart Mortgage Decisions.

• Read Dr. Kalotay's comments on Bloomberg: Snohomish Busts Synthetic Rate Gone Awry in AIG Swap.