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Models

December 8th, 2011 Pricing Partners Introduced a Generic Solver to Smoothen Trades Structuring

Pricing Partners (www.pricingpartners.com), the world leader in OTC derivatives pricing analytics, mathematical models and independent valuations, announced today that its award winning solution, Price-it© Excel is now shipped with a generic solver to enable users to structure their trades easily and seamlessly.

March 17th, 2011 Pricing Partners Released a First Version of the Generic Malliavin Weightings for Greeks in MC and AMC

 

Pricing Partners (www.pricingpartners.com), the world leading OTC derivatives pricing analytics, mathematical models and independent valuation provider, announced today to provide a first version of the generic Malliavin Weightings for Greeks in Monte Carlo and American Monte Carlo.

September 16th, 2010 Pricing Partners Releases the Miri Benhamou Gobet Model

Pricing Partners (www.pricingpartners.com), the independent valuation expert and a world leader in mathematical models for valuations of derivatives and structured products, announced today that it has released the Miri Benhamou Gobet model in its analytics suite, entitled Price-it®.

June 7th, 2010 FinAnalytica Awarded Three Patents for Cognity Fat-Tailed Quantitative Methodologies

- Patents cover frameworks for derivatives valuation, optimal portfolio construction and risk measurement

March 4th, 2010 Risk Management Solutions from Fiserv Is Selected to Support Internal Ratings Based Model Development

Fiserv, Inc. (NASDAQ: FISV), the leading global provider of financial services technology solutions, announced today that Bank Ayudhya Public Company Limited (BAY) has selected KRM from Fiserv to help the Thailand-based institution develop internal ratings based models for its Corporate and small/medium enterprise businesses.

November 25th, 2009 Pricing Partners to Present its Latest Work on Variable Annuities (GMxB) at the Paris Finance International Meeting

Pricing Partners (www.pricingpartners.com), the independent valuation expert and a world leader in mathematical models and analytics for derivatives and structured products, announced today that Pierre Gauthier will be presenting the company’s latest work on Impact of Stochastic Interest Rates and Stochastic Volatility on Variable Annuities at the 7th Finance International Meeting in Paris on December 17 and 18, 2009 at the Pôle Universitaire Léonard de Vinci. Mr.

December 9th, 2008 Credit Derivatives Survey Reveals Increasing Importance of Independent

- Quantifi survey of credit derivatives industry participants shows widespread failure of simple Gaussian copula models
- Majority of respondents believe independent models to be crucial in light of market turmoil

Quantifi, a leading provider of analytics and risk management solutions to the global credit markets, announced today the findings from the firm's recent survey of credit derivatives industry participants. The survey included respondents from leading banks, asset managers, hedge funds, and other financial institutions.

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