Thank you to everyone who joined us on Thursday for our informative live webcast introducing our Multi-Factor Term Structure Model.
The recording and materials from this event will be posted in the next couple of weeks.
Event Info:
Event:
Introducing the BondEdge Multi-Factor Term Structure Model
Thursday, February 25, 2010
2:00 pm ET | 11:00 am PT
1 hour
Free
Event Description:
During this web seminar, the BondEdge research team will present the fundamentals of the Multi-Factor Term Structure Model that will be used within BondEdge in early 2010. In addition, we will discuss the motivation for choosing the G2++ model and the impact on modeling swaption volatility surfaces will be provided. Finally, there will be a review of model results for the securities affected in the initial release of the new model, namely, fixed and adjustable mortgage pools, CMO tranches and floating rate notes. Particular emphasis will be placed on interest rate path generation, Monte Carlo simulation and expected improvements in projected risk measurements.
Register yourself and/or the appropriate colleague today!
Panelist Info:
William Burns, Ph.D.
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.
Sincerely,
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Jeffrey Foley