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White Papers / Case Studies

Case Study: Prime Portal Solution for Media Portals: Motley Fool CAPS Site Oktober 2008

White Paper #14 - Apples-to-Oranges? Reducing Tracking Error Noise with Fair Value Adjusted Benchmark Indices August 2008

Case Study: Prime Portal für Wealth Management: Commerzbank - Infobroker August 2008

Case Study: PrimeTerminal für Private Banking: Bank Sarasin April 2008

Case Study: Prime Portal: Wiener Börse Live April 2008

Case Study: Prime Portal für Wealth Management: KBL Asset Management Portal März 2008

A Quick Guide to Security Models in BondEdge August 2007

White Paper #13 - What trigger levels are other funds using? August 2007

Liability Driven Investment (LDI) - Market Feedback from Fixed Income Workshops Juli 2007

Hybrid ARM Prepayments Juli 2007

Key Rate Durations Juli 2007

Focus on Term Structure Models April 2007

Municipal Markets Januar 2007

Liability Driven Investment (LDI) November 2006

TBAs and Dollar Rolls in BondEdge Oktober 2006

White Paper #12 - Calculating NAVs with Bid Prices; Implications of a New Process Oktober 2006

The Impact of Additional Loan Level and Market Data on the CMS BondEdge Fixed-Rate Prepayment Model April 2006

The Performance Attribution Methodology in BondEdge März 2006

Implications of Optimal Yield Curve Construction Techniques November 2005

White Paper #11 - Holiday Arbitrage; Exposing the Risks of Stale Prices with Public NAV Data September 2005

Option-Adjusted Spreads and Default Probabilities for Corporate Bonds: Observations on the Investment Grade and High Yield Markets August 2005

Treasury Inflation Protection Securities (TIPS) Performance and Risk Trends 1997-2004 März 2005

White Paper #10 - Using NAV to Measure the Effectiveness of Fair Value Methodologies März 2005

Treasury Inflation Protection Securities (TIPS) Performance and Risk Trends 1997-2004 März 2005

White Paper #9 - Is Fair Value Needed for Small Caps November 2004

Effective Duration: Subtleties and Considerations April 2004

Adjustable Rate Mortgages: Market Trends, Characteristics and Prepayment Modeling Juni 2004

White Paper #8 - Characteristics of Estimates from a Fair Value Methodology; Comparing Alternative Models März2004

White Paper #7 - What Constitutes a "Significant Event"? Oktober 2003

White Paper #7 - What Constitutes a "Significant Event"? Oktober 2003

A Quick Quide to Security Models in BondEdge Juli 2003

White Paper #6 - Systematic Fair Value: Choosing Among the Available Aids März 2003