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To the right is an example of the sophisticated, yet transparent analytics of APeX: a 3rd generation, integrated, turnkey risk-management system for interest rate derivatives.
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Proprietary trading desks seeking to identify volatility arbitrage opportunities.
Customer flow desks seeking to offer and hedge custom option-based products.
Mortgage trading desks in need of a better stochastic rate engine.
Internal risk management groups or auditing firms seeking to independently verify models developed by trading desks.
Established trading desks seeking a better risk management platform for swap and exotic transactions.
Multi-Factor HJM framework for diffusing the forward curve of any asset class: Interest rate, Energy, S&P Futures, etc.
Innovative, fast calibration methodology to identify and highlight the divergence between Caps and Swaptions markets.
Fast simulation engine ideal for driving Mortgage Prepayment Models.
Structuring capability for complex products using a Formula-based Payoff Language.
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