Acadia’s Open-Source Risk Engine (ORE)

A VaR-based Model for the Yield Curve

Quantpedia Research Review – Issue 21

Improving the Initial Margin Model

Quantpedia Research Review – Issue 16

Quantpedia Research Review – Issue 15

Quantpedia Research Review – Issue 6

A Markovian Model of Default Interactions Comments and Extensions

Introduction to Variance Swaps

Potential Future Exposure Calculations Using the BGM Model