Zeliade sponsors the "Recent Advancements in the Theory and Practice of Credit Derivatives" conference September 28-30 2009, Nice, France
The recent decade witnessed a rapid development of more and more advanced quantitative methodologies for modeling, valuation and risk management of credit derivatives. The size and complexity of the credit markets in general, and credit derivatives markets in particular undoubtedly posed a challenge for quantitative modelers and for market practitioners.
The recent turmoil in the credit markets can be attributed to many factors, but one of the factors is probably the fact that in many respects the challenge has not been fully, and, sometimes, properly addressed.
New solutions, both in terms of models and softwares are therefore needed. Zeliade's products such as ZQF, a flexible tool for pricing and risk management allowing the implementation of new products and proprietary algorithms, contribute to this renewal of financial solutions.
The conference, that addresses pending issues in the modelling of credit derivatives, gathers the very best worlwide experts of Credit risk, stemming altogether from the academic world and prestigious practitioner teams.

Zeliade is the Gold sponsor of "the 2nd Marcus Evans Annual Pricing Model Validation: Mitigating Model Risk" ,17th & 18th September 2009, London.

Implied Volatility models have became very popular. The Zeliade Quant Team has a new calibration algorithm for Gatheral’s SVI model: Quasi-Explicit Calibration of Gatheral’s SVI model

The Zeliade Quant Team reports on recent advances in the Heston model of stochastic volatility: Heston 2009

The Zeliade Quant Team reports on its research on the mechanisms underlying the subprime crisis.
The report highlightens the importance of high correlation regimes and systemic risks and contagion, in the context of the liquid index tranches but also for European Prime RMBS and SME securitizations. The results in the report have been presented at the 2008 International Financial Research Forum, Paris, March 27-28.
CDOs: How far should we depart from Gaussian copulas?

Zeliade presents at PRIT’08, the major Ile-de-France innovation 2008 event.
Claude Martini presented the CRIS platform within the slot “Pricing and Risk tools� of the Pôle de compétitivité “Finance Innovation�.
Zeliade is also selected by Microsoft IDEES, to be part of the Microsoft booth, with a demo of its flagship product: Zeliade Quant Framework.

Release of ZQF V1.2 - Newsletter 2

Zeliade sponsors the "2nd Annual Pricing and Valuation of Structured Credit" Marcus Evans conference

The CRIS Consortium Has Been Set Up to Provide a Platform for Independent Valuation and Risk Management of Credit Derivatives

Zeliade has become a certified Microsoft partner.

Zeliade Systems announces a partnership with Digipede.

Risk Magazine lists Zeliade Systems in its annual software survey that details the latest developments in technology for derivatives pricing, trading and risk management.

Ixis-AM, a major Asset Manager, chooses Zeliade Systems as a supplier of tools and services

Aleva, a leading Pension Fund Advisor, chooses Zeliade Systems as a supplier of a risk assessment tool

Natexis Banque Populaires, a major French Bank, chooses Zeliade Systems as a supplier of tools and services

Banques & Marchés publishes an article by F. Patras from Zeliade: "Correlation and defaults: valuation of first-to-default swaps in a multi-name model a la Lardy-Finkelstein"

Zeliade Systems is a keynote speaker at the "Stochastics Methods in Mathematical Finance" conference at the University of Rome La Sapienzia, covering the following theme: "Correlation in the credit risk market: current trends and problems"

Bielecki, Rutkowski, Jeanblanc, Crépey are publishing a research article sponsored by Moody's and Zeliade: "Valuation of Basket Credit Derivatives in the Credit Migration Environment"

Nexgen Financial Solutions, a large asset manager, chooses Zeliade Systems as a supplier of tools and services

Zeliade Systems sponsors the 2-day conference on "Capital Structure Arbitrage". F. Patras was a keynote speaker for Zeliade discussing "Correlation Issues in Structural Models: the example of default swaps on two credit instruments"

Dexia, a major European Bank, chooses Zeliade Systems as a supplier of tools and services