Derivative Pricer
BrainMatics provides both stand alone derivative pricing systems which could either be accessed on the web or can be installed on individual PCs. We also provide you with derivative pricing libraries which can be integrated seamlessly with any stand alone systems you might have. We cover wide range of asset classes. One can also integrate these libraries with excel as add-ins.
- Equity derivative
- Commodity derivatives (includes energy derivatives)
- Forex derivative
- Interest rate derivatives
- Structured products
What differentiates BM-Derivative Pricer from other such solutions ?
- Apart from standard close form solutions, we also have simulation engine which can be used for pricing some of the options for which close form solutions does not exist.
- You do not always have to rely on closed form approximations; if you want you can actually simulate the pay of structure leveraging the underlying stochastic process to be able to simulate the derivative price more accurately.
- Hedge Optimizer - Withhedge optimizer you can generate optimal hedge portfolio taking into account multiple market constraints. The said optimizer takes into account both the static and dynamic hedge depending on the instrument and the market constrains.
- Depending on your portfolio you may choose to select from the list based on your requirement. All components can be customized and purchased. Hence, you Pay for what you use!
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We also provide services around Price validation for OTC contracts which is typically required from regulatory compliance perspective.