Invesco Calculates Value At Risk With Library Of Development Tools


BOSTON--Invesco, a subsidiary of London-based Amvescap, has purchased the Simxpress and Treexpress modules of the Numerix Time Library to perform front office valuation and middle office risk management functions. The Numerix modules will supplement a proprietary enterprise-wide risk management system and a series of custom built financial modeling software used to value complex fixed income products, says Jim Gammill, fixed income quantitative research director at Invesco.

The platform

Only users who have a paid subscription or are part of a corporate subscription are able to print or copy content.

To access these options, along with all other subscription benefits, please contact [email protected] or view our subscription options here:

You are currently unable to copy this content. Please contact [email protected] to find out more.

To continue reading...

You need to sign in to use this feature. If you don’t have a WatersTechnology account, please register for a trial.

Sign in
You are currently on corporate access.

To use this feature you will need an individual account. If you have one already please sign in.

Sign in.

Alternatively you can request an individual account here: