Comprehensive risk evaluation:
Evaluating the risk exposure of a company and proposing appropriate
derivative contracts to hedge the risk.
Unbiased market and non-market data analysis:
Using scientific methods for in-house analysis of
historical and real-time data supplied by market information providers and other information centres such as Met Office.
Independent development of robust pricing models and price discovery:
Using our data analysis to
develop pricing models based on scientific approaches, and deriving benchmark prices, taking account of transaction costs, liquidity changes and other
factors affecting the derivative price.
Hedging strategies:
Not only discovering a derivative price but also proposing a practical hedging
strategy, explaining advantages and limitations.
Technologically advanced software design:
For each analysed and priced derivative contract,
developing a fully functioning program with a user-friendly interface. The client can use this software to price this derivative with new market data
without any restrictions.
Econophysica's valuation services cover all categories of customised
derivative instruments: equities, currencies, credit risk, energy, weather and emerging markets derivatives. As part of our services, we disclose our
pricing and hedging methodologies to customers and present our results as a fully functioning executable file with a pricing model and all relevant hedging
information. Free trial periods may be made available to selected customers.
The following services will be available in the near future;
Investor - an investment game.
EMO - (Eco Met Office) an online quantitative weather model to forecast daily average temperatures up to 10 days in advance.
Real-Time SoftLibrary - Our custom library of pricing
models for both vanilla and exotic options, linked to real-time data streams.
Arbitrager - A
decision-support system enabling market players to spot anomalies in
option prices resulting in dynamic arbitrage opportunities.
Downloads of standalone applications.
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