Our consulting services for testing and validation of models are used by financial institutions for asset valuation, pricing and portfolio revaluation. Some of our most advanced models currently in use by banks include:

  • Probability Models
  • Various types of VaR (Value at Risk) Models
  • Volatility Modeling
  • Black-Scholes and Merton Model for Option Pricing
  • Binomial Tree
  • Non-arbitrage Model for Credit Derivatives
  • Simulation Models
  • FRA Portfolio Model for Swaps
  • Forwards and Futures Non-arbitrage Model