Derivatives Pricing Models
We use a variety of derivative pricing methods to help our clients make informed risk decisions with confidence.
Services

Derivatives Pricing
Valuation of assets require a deep understanding of the market as well as the asset in question. We use the latest derivatives analytics tools that help in seizing new opportunities, make informed valuation and risk decisions with confidence.

Some of the pricing tools we use include:
  • Black-Scholes
  • Monte Carlo
  • Finite difference
  • Longstaff-Schwartz
  • Greeks sensitivity analysis

Derivatives' valuation services include:
  • Calls, puts, forwards and futures (FX/equity)
  • American options and exotic options with early exercise optionality
  • Knock in / knock out barrier options and window barrier options.
  • Fixed and variable coupons
  • Other financial instruments

Looking for derivatives pricing consultant? Please get in touch with us.

Our solutions
Risk Modeling
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Derivative Pricing Models
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Model Validation
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