- Pricing models and libraries for FX Options
- Independent valuation of any FX exotics or Equity derivatives
- Independent model validation
- Comparison of long-term investments
- Training and consulting in financial engineering
- Local and stochastic volatility models
- Fast Monte Carlo simulations
- Independent expert reports and expert witness services
MathFinance Tools are used for pricing, hedging by many banks and corporate treasury groups world-wide. The combination of our programming skills, hands-on experience and our regular training activities helps many clients handle their FX options positions effectively.
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An excellent reference for the most widely-used options and option strategies.
Provides all the vital quantitative tools for foreign exchange options in a clear and logical manner.
Decades of practical quant knowledge condensed in only 6 pages.