Consulting and technology services in financial engineering and risk management
 

Modeling & pricing

We have had many years experience verifying and other people's pricing models. This can be as simple as comparing the prices from the other person's model to those from our own tested and verified models. Or it sometimes involves de-engineering another person's finished product and deducing their methodology by agreeing their final pricing, normally to a high degree of accuracy.

This can be quite an art form (excuse our geek enthusiasm here) as it involves second guessing the original author to reproduce his results.

If you have models that you would like verified, or a black box tool that you would like to be able to reproduce, we can most likely help.

 

 

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