Some Bonds Are Worth More Dead (PDF)
September/October 2006 issue of Financial Engineering News
When It's Time to Get Off the Tree (PDF)
September/October 2006 issue of Financial Engineering News
Is There a Financial Engineer in the House? (PDF)
March/April 2006 issue of Financial Engineering News
Telerate and Andrew Kalotay Associates Launch Exclusive Cancellable Swap Service
Wisconsin Energy Terminates Modified Dutch Auction Tender Offer (PDF)
AKA was an advisor to Wisconsin Energy on this transaction
An Option Theoretic Prepayment Model for Mortgages and Mortgage-Backed Securities (PDF)
By Andrew Kalotay, Deane Yang, and Frank Fabozzi. Forthcoming in the International Journal of Theoretical and Applied Finance
The Agency Bond Markets and the Role of Technology (PDF)
Presented to the Washington Association of Money Managers, February 18, 2004
An Option-Theoretic Prepayment Model for Mortgages (PDF)
Presented at January 26, 2004 PRMIA Panel Discussion on Mortgage and Interest Rate Risk
Agency Refunding Volume Expected to Exceed $650 Billion in 2004 (PDF)
AKA Report, January 14, 2004
Speech inducting Jack Malvey into the FIASI Hall of Fame (PDF)
Agency Bond Market Developments: The BMA ECS Formula (PowerPoint)
Presented at October 2003 FMA meeting
Ginnie Mae and the Secondary Mortgage Market (PDF)
co-authored with Frank Fabozzi
BondWeek article on the TVA Ratchet Bond (PDF)
Refunding without transaction costs
Evolution of Technology in the Bond Markets (PDF)
Presentation given at April 2003 TMBA meeting
Insuring Callable Bonds (PDF, 3 MB)
New Optional Module for DebtPays: EstatePut™ Calculator, Overview (PowerPoint)