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Prices instruments with a single or multiple underlying asset
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Equity options
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Calibrates volatilities and forward
curves from historical and market data |
Pricing, hedging and risk management for currency and agricultural commodity markets
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Prices fossil-fuel power generation contracts/assets
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Pricing, hedging and risk management for interest rate markets
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Prices and provides risk measures for fuel storage facilities/contracts
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Prices structured products relevant to the energy industry
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Prices fixed- and index-price swing contracts
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Prices structured products
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Prices vanilla and exotic weather derivatives
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Volatility and correlation datasets
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Enterprise solution for gas storage valuation and optimization
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Value-at-Risk and VaRdelta
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