Algorithmica exhibits at Screen Event Stockholm on the 8th of May

Algorithmica Research will exhibit at The Screen Event Stockholm 2012 which is the 7th products and services event for the Nordic professional financial services community.

2012-04-18 Event Calender News

Algorithmica releases a short primer on Dual Bootstrap construction

A short presentation on the basic building blocks of creating forward swap yield curves after the credit crisis. We look at curve blending, extrapolation and interpolation issues, as well as modeling tools. An example of multi-tenor EURSWAP curve is presented. This is a non-technical presentation. For more information please contact Magnus Nyström.

2012-04-11 News

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