DERIVATIVES & RISK ANALYTICS
Financial Engineering: construction kit approach for arbitrary
combinations of fundamental modeling objects
Monte Carlo Simulation: single numerical method for unified
modeling and valuation, visualization of all results
Global Valuation: non-redundant modeling of risk factors and
products, consistent value & risk aggregation
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Cross-functional: financial engineering, derivatives valuation, option pricing, sensitivities & Greeks, risk management, graphical analysis, reporting.
Cross-product: European/American/Bermudan exercise, Asian/lookback options, barrier options, futures/forwards, swaps, swaptions, annuities.
Cross-asset-class: equity, interest rates, commodities, currencies, credit, variance, volatility.