The extensive knowledge and experience we acquired while working on the sell-side are our main strengths. Our expertise is in:
Derivatives - especially equity derivatives, with niche value in exotic and structured products.
Software and Math - pricing, valuation, volatility surfaces, etc
Investment and Trading - hedging, proprietary, strategies, execution (especially large scale)
Risk Management - stress testing, scenario, jump and gap risk, "the human factor"
forvanilla and exotic derivatives, including generic, user specified, exotic payoffs. This is our main business.
Note: the software pages are being redesigned to provide more up-to-date details.
within our range of expertise, we aim to deliver quickly: some consulting projects can be closed in a few days.
Valuation and risk management services (VaR, stresses, etc).
in-house and bespoke, or public courses.