Posts Tagged: quantlib

Ian Thompson, a recognized expert in investment performance analysis shares his insights into the future of performance measurement in our blog “Leveraging technology for performance management”. Ian recently joined StatPro as Client Integration Director but we don’t want to keep him all to ourselves.  Read more…

While seeking enhanced returns, hedge funds typically employ the use of derivatives across various asset classes. The ever expanding list of derivatives has always presented challenges to vendors in analytics, data-flow and support. When translated to Risk Management solutions, the key question is how to get a flexible risk and analytics framework able to cover derivatives and structured products that may not have even been invented yet?  Read more…