Hull and White to collaborate with SunGard

According to SunGard, the new suite will build on the so-called double-t copula pricing model for collateralized debt obligations (CDO). The model was developed by Hull and White, who are both professors at the University of Toronto’s Rotman School of Management.

The new suite will be integrated into SunGard's Reech Analytics Library and Reech FastVal - an application service provider (ASP) solution for independent derivative valuation.

Hull and White also helped broker GFI to launch its Fenics synthetic credit pricing platform (See: GFI brings in leading academics for Fenics Credit) in 2002.

Hull will be speaking on day two of the Risk USA conference in Boston, on June 8.

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At a webinar in association with capital markets technology provider Numerix, panellists discuss the potential for increased adoption of the public cloud to boost investment performance, its impact on risk management and overcoming barriers to…

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