Blog

RVMunis on Bloomberg for Accurate Portfolio Risk

November 21, 2019

Muni traders, portfolio managers and analysts can now access a convenient OAS-based app on Bloomberg. RVMunis calculates portfolio risk with unprecedented accuracy and speed. It combines the unique functionality of Kalotay's patent-pending tax-neutral MuniOAS methodology and RiskVal's award winning RVFI fixed income platform.

Kalotay MuniOAS

Yielding to Muni Market Transparency

August 10, 2017

A New Intraday Yield Curve
by Michael Palmieri

Advances in Bond Analytics Speed

June 1, 2017

How Far We Have Come

by Andy Kalotay

Finance is a relatively young academic discipline. Markowitz’s paper on efficient portfolios was published in 1952, and the Black-Scholes option valuation formula in 1973. But finance is a very old profession (the second oldest?), and analytics have always been an integral part of it.

Advances in Advance Refunding

May 9, 2017

by Andy Kalotay

Syndicate content