Numerix Webinar November 18th: Advanced Valuation Methodologies for CLO's
Exploring traditional methods contrasted with advanced valuation methodologies based on Monte-Carlo methods
NEW YORK, NY, November 16, 2010 –
On Thursday, November 18th Numerix will host a webinar on valuation methodologies (NPV, NAV) of CLO's discussing traditional methods contrasted with advanced valuation methodologies based on Monte-Carlo methods.
Key topics covered will include:
• Mapping Intex data with LoanX data to produce Net Asset Valuation reports
• Applying advanced Monte-Carlo methods to price CLO's
• Calibrating implied distributions using synthetic markets and relevant pricing information
• Benoit Fleury, Head of Financial Engineering and Products
R2 Financial Technologies
We look forward to your participation in this webinar series. If you have further questions or would like more information about Numerix solutions, please contact email@example.com.
Numerix is the award winning, leading independent analytics institution providing cross-asset solutions for structuring, pre-trade price discovery, trade capture, valuation and portfolio management of derivatives and structured products.
Since its inception in 1996, over 700 clients and 50 partners across more than 25 countries have come to rely on Numerix analytics for speed and accuracy in valuing and managing the most sophisticated financial instruments. With offices in New York, London, Tokyo, Beijing, Hong Kong, Singapore, Dubai, South Korea, India and Australia, Numerix brings together unparalleled expertise across all asset classes and engineering disciplines. For more information, please visit www.numerix.com.