- Customising our software tools to provide specific features
- Advising an eastern european bank on how to enter the equity derivatives business
- Risk management for an institution market making exchange-traded options: assessment of situation, recommendation for improvements, help in implementation
- Advisory work on constructing volatility surfaces for illiquid underlyings
- We assessed the options available off-the-shelf for a large financial institution needing a system for live valuation of OTC derivatives on a major index. The cost/benefit analysis showed that a bespoke solution was preferable, so we delivered the whole system, including training of the users in the skills of calibration to market inputs.
- Consulting for a regulatory centre on training, OTC derivatives. and risk management.
- Study to assess the feasibility of a new venture into proprietary trading of listed options, with a (negative) decision reached quickly and effectively.
- Expert witness work.