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Uploaded DBK, AAPL pics of volsurface fits today. Aggregated fitting pics in their own folder.
"Trading realised variance using listed vanillas" recently published - see more and download here
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Two large banks (a top US investment house and a major non-US bank) use our software as the workhorse for the trading and risk management of their exotics and structured products.

Other current and/or previous customers: major international exchange, financial institutions in the top five of their rankings, as well as some smaller brokers, funds.


Excel-DNA is an independent project to integrate .NET into Excel. With Excel-DNA you can make native (.xll) add-ins for Excel using C#, Visual Basic.NET or F#, providing high-performance user-defined functions (UDFs), custom ribbon interfaces and more. Your entire add-in can be packed into a single .xll file requiring no installation or registration.
It is our partner of choice to integrate our library with Excel

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