Last update: 01/17/2002

 

	Investment Analytics A New Approach to Investment Research
Monte-Carlo    Simulation . . .	Value-at-risk and other risk measurement tools Project finance analysis Derivative security structuring
Option Theory . . .	Real option valuation Exotic option pricing and hedging Volatility modeling & trading
Non-Linear   Dynamics . . .	Macro-economic modeling Chaos-theoretic financial market models
Optimization . . .	Tax-optimized bond portfolios Numerical models of the yield curve
Forecasting . . .	GARCH modeling & volatility forecasting Neural network models for asset allocation
Multivariate    Analysis . . .	Cluster analysis of portfolio performance Multi-factor equity returns models