|
Professional |
Basic |
VolManager |
---|---|---|---|
Typical users |
Structuring houses Asset managers and pension funds using option strategies, structured products and/or multi underlying derivatives Hedge funds: vol-arb, absolute returms, exotic and multi underlying options Risk Managers, Product and model control teams needing independent verification tools |
Asset managers, funds, and other professionals dealing in vanilla options |
All previous |
Typical usage |
Pricing, structuring, valuation, validation, trade analysis, risk management |
Pricing and valuation, trade analysis, risk management |
Calibration of data to market prices |