Global Derivatives Trading & Risk Management 2012

Posted on May 3, 2012 by Alluve

In April I was lucky to get a place at the Global Derivatives conference.

Here is the blog post about it that I wrote for the Global Risk community.

 

About Alluve

Alluve develops and markets software solutions for assessing risks on the portfolios of financial derivatives. Our product, Alluve MarketSimulator, uses Monte-Carlo simulation to calculate risk measures, such as value at risk (VaR) and exposure at default (EAD).
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