29.09.2016
Uploaded DBK, AAPL pics of volsurface fits today. Aggregated fitting pics in their own folder.
07.09.2016
"Trading realised variance using listed vanillas" recently published - see more and download here
18.05.2016
Streamlined with list of new and updated courses. Note: software pages, which describe our main business, are in process of being updated 
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Feedback

A large US investment bank has chosen EQF software for front-office trading and risk- management of their recently started exotic derivatives and structured products business.

Top in Totem: a bank using our VolManager tells us that they are consistently top 3 in their Totem submissions for european indexes, confirming the quality of our volsurface model

Barrier options: a major NY institution confirms that the prices they compute using the full EQF suite are in line with the market to less than 5bps

Structured Products: one of our customers successfully uses EQF to study exotic structured products and "keep the banks honest"

Vanillas: a London based customer reports to be "bang in line" on eurostoxx options prices

Variance swaps: ditto

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