Pricing and Valuation
Are you looking beyond the “black-box, press-buttons” solutions for pricing and valuation of the financial instruments that your business is currently trading or are on your book?
Whether you are launching a new financial instrument or adopting a new model to price or value an existing product, our financial modelling services can provide your business customised solution to develop, validate and own pricing and valuation models of derivatives and fixed income securities.
Fixed Income and Interest Rate Derivatives
We have extensive yield curve and interest rate derivatives modelling capabilities. Our pricing and valuation expertise covers an extended range of vanilla and exotic interest rate products, including CVA.
We pride ourselves in the use of a number of interest rate and stochastic volatility models including short rate models, SABR Model, Libor Market Model and Markov Functional Model. Use of a particular model for a particular product is dependent on number of factors including our clients’ requirements and expectations.
Equity and FX Derivatives
We have an extensive knowledge and expertise in pricing and valuation of all types of equity and FX derivatives.
If you’re searching for reliable consultants who offer quantitative analytical services in Sydney and beyond, look no further than Quant Fin.