Melissa Bellamy's Contact Details

Melissa Bellamy's Company Details

It is located Yokohama Japan. But it is accessible from anwhere through internet, and provide to anywhere. It is providing models for financial derivatives, and prepayment models for housing loans. With respect to financial derivatives, we focus on Ritchken Sankarasubramanian model which is useful to take account for skew, and also to evaluate Bermudan derivatives (because it is Malkovian in HJM framework.). we are interested in this research area, and will provide outputs( new models) based on our research. With respect to prepayment models, we have experiences to estimate efficient models. we will provide servvices in the data analysis when it is requested.