DERIVATIVES & RISK ANALYTICS
Models: options include standard on demand models as well as
source code licensing for individual developments (with full control
for the licensee)
Costs: in general, licensing costs are calculated on a CPU/core
basis, others upon request
TCO: generally only 30-50% of comparable analytics suites
(e.g. due to small deployment projects, short time-to-model and
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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.