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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. |
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Customer
flow desks seeking to offer and hedge custom option-based
products. |
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Mortgage
trading desks in need of a better stochastic rate
engine. |
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Internal
risk management groups or auditing firms seeking to
independently verify models developed by trading
desks. |
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Established
trading desks seeking a better risk management platform
for swap and exotic transactions. |
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Multi-Factor
HJM framework for diffusing the forward curve of any asset
class: Interest rate, Energy, S&P Futures, etc. |
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Innovative,
fast calibration methodology to identify and highlight
the divergence between Caps and Swaptions markets. |
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Fast simulation
engine ideal for driving Mortgage Prepayment Models. |
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Structuring
capability for complex products using a Formula-based
Payoff Language. |
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