Achieving ambitious goals together.

Achieving ambitious goals together.

Pricing & Valuation

We have extensive experience in pricing complex financial products and in validating pricing algorithms, supported by our unique performance acceleration capabilities.

Our services include in particular: 

  • Pricing of complex financial products
  • Option pricing (local/stochastic volatility)
  • High-performance pricing algorithms
  • Grid enabled cross-asset derivative pricing
  • Independent price validation
  • Validation of pricing algorithms