Numerical Analysis for Risk Management
Software for Hedging Simulation, Option Pricing, and Risk Management
Simulation tools are necessary for understanding many problems related to valuation of complex securities, risk management, and hedging. In addition, simulations are often the only way to address intra-portfolio correlations that cannot be captured by closed-form mathematical solutions. We provide a full range of solutions, from programming of mathematical models to development of rich user interface designs that allow managers and attorneys to see how solutions work.