Documents

	Description	Published	Lan
Articles RIO 4.4
	Fact Sheet: Interest Rate Derivatives in RIO	01-10-2009
	Fact Sheet: L�neberegninger i RIO	01-10-2009
	Fact Sheet: RIO Calculation Server	01-10-2009
	Fact Sheet: ScanRate RIO.NET	01-10-2009
Articles RIO 4.3
	Fact Sheet: LIBOR Market Models	21-01-2010
Finans/Invest
	Modeller for Konverteringsadf�rd	21-01-2003
	R�dgivning om realkredit l�n	09-02-2004
Research
	A Mixture Distribution approach to the Valuation of Mortgage Backed Securities	12-12-2002
	An Evaluation of the Base Correlation Framework	25-02-2005
	Calibration of Structural Credit Risk Models	26-08-2004
	Efficient Control Variates and Strategies for Bermudan Swaptions in a Libor Mark..	12-12-2002
	Efficient Control Variates for Monte-Carlo Valuation of American Options	12-12-2002
	Finite Difference Computation of State-prices in Termstructure Models: With Appl..	12-12-2002
	Fitting the CDO Correlation Skew: A Tractable Jump Model	02-12-2005
	GSE Funding Advantages and Mortgagor Benefits	29-03-2005
	Hedging with a Misspecified Model	12-12-2002
	Improving the Least-Squares Monte-Carlo Approach	12-12-2002
	Measuring Value-at-Risk for MB Securities	12-12-2002
	Mortgage Choice - The Danish Case	12-12-2002
	Nonparametric Smoothing of Yield Curves	12-12-2002
	On the suboptimality of single-factor exercise strategies for Bermudan swaptions	12-12-2002
	Prepayment and the Valuation of Danish Mortgage Backed Bonds	12-12-2002
	Reforming Housing Finance - Perspectives From Denmark	29-01-2004
	Valuation of Path-Dependent Interest Rate Derivatives in a Finite Difference Setup	12-12-2002
Articles/Notes
	Integration af RIO og SimCorp Dimension	03-06-2003
	Pr�sentation af danske realer	03-06-2003
Product Information
	RIO 4 Fact Sheet	28-10-2008
	RIO Function Library Fact Sheet	28-10-2008
	ScanRate Scheduler - A complete automation solution	30-03-2008
	SPV Fact Sheet	14-04-2004

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