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Financial Engineering

Measuring the value of exotic financial derivatives and complex structured products is a demanding task. Our financial engineering team specialises in valuation issues for such products. Our services in this field include:

d-fine can draw on an extremely flexible valuation library that is used as a benchmark for many projects and is continuously adapted and updated in response to the latest market developments. 

 

The MoCA application is based on this library and acts as a standalone valuation platform with an integrated database and a simple graphical user interface (GUI). 

We feel perfectly at home whatever the market - FX, equities, commodities, interest rates, credit and inflation as well as other more exotic asset classes (e.g. weather derivatives, virtual currencies). Naturally, we also cover cross-asset products.

 

 Applied Financial Engineering

 

Why not contact us? We think you will be impressed by our service.