RESEARCH

Risk management tools and counsel are built on a foundation of research that is ongoing, unrivaled, extensive, peer reviewed and highly regarded. This is one reason why we are a recognized leader in the application of avanced analytics in trading and financial risk management.

Derivatives are not static, unchanging or inflexible. They unfold, evolve and shift almost daily. Hence, any analytical tool that tries to incorporate and value derivatives must have scouts on the front lines – leading industry thinkers to send back the latest, most accurate intelligence from the financial sector, regulatory arena, academia and the trading floor.

We welcome you to register to search our Research Library.

 

Research By Our Experts

Dr. Robert Jarrow

Author of eight books and over one hundred articles, papers and publications, Dr. Jarrow is one of the world’s foremost authorities on bond market dynamics and foreign exchange and leads quantative risk research initiatives.

Dr. Donald van Deventer

Author of six books and countless articles, Dr. van Deventer has provided over twenty-five years of experience and knowledge in the area of risk management. His areas of focus include integrated credit risk and interest rate risk management, credit risk models, asset and liability management, to name a few. He now co-leads SAS’ Center for Applied Quantitative Finance.

Research Library

This research is for use by clients and friends of SAS and the acquired Kamakura Corporation. We welcome you to our research library.

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