Blog

Advances in Bond Analytics Speed

June 1, 2017

How Far We Have Come

 

by Andy Kalotay

Finance is a relatively young academic discipline. Markowitz’s paper on efficient portfolios was published in 1952, and the Black-Scholes option valuation formula in 1973. But finance is a very old profession (the second oldest?), and analytics have always been an integral part of it.

Advances in Advance Refunding

May 9, 2017

by Andy Kalotay

Why OAS is the Right Tool for Stress Testing

April 10, 2017

And Why Yield-to-Worst Fails

by Andy Kalotay

Selecting the Best Bond Insurance Payment Plan

March 17, 2017

For refundable munis, option-based analytics are essential.

by Andy Kalotay and Leslie Abreo

Syndicate content