Dear Fixed Income Professional:
We invite you to register for access to our recently recorded web seminar: BonfEdge Prepayment Model Enhancements
This web seminar recording discusses the methodologies employed in the BondEdge Prepayment Model for Fixed Rate Mortgages (FRMs) and Adjustable Rate Mortgages (ARMs), as well as recent market developments from the 2008 credit crisis.
Topics covered during this session:
Register yourself and/or the appropriate colleague today!
William Burns, Ph.D.
Senior Vice President, Director of Quantitative Research
William Burns, Ph.D., is Director of Quantitative Research at Interactive Data Fixed Income Analytics. In this role, Dr. Burns leads the Research team that develops and supports the quantitative models (e.g., term structure, option and prepayment) as well as all security-level analytics integral to our bond- and portfolio-level product offerings and services. Prior to joining Interactive Data Fixed Income Analytics in 1996, Dr. Burns served as Adjunct Professor of Mathematics for Chapman University and the University of California Irvine. Dr. Burns holds a Ph.D. in Applied Mathematics from the University of California, Irvine.
Tristan Egualada, Ph.D.
Senior Quantitative Analyst
Tristan Egualada, Ph.D., is a Senior Quantitative Analyst at Interactive Data Fixed Income Analytics. Dr. Egualada develops and supports the quantitative models (e.g., prepayment model), and bond/portfolio-level analytics essential to our product provisions and services. Dr. Egualada joined Interactive Data Fixed Income Analytics in 2007. He received his Ph.D. in Applied Mathematics from the University of California, Irvine.
Vice President, Director of Analytic Solutions
Interactive Data Fixed Income Analytics
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