Pricing Partners, the world leader in OTC derivatives pricing analytics, mathematical models and independent valuations, announced today that CITIC Bank International, a Hong Kong based full-service commercial bank, has chosen Price-it Excel, the advanced derivatives pricing excel solution for its risk management team. The agreement was signed through its regional partner Belatos.  

Pricing Partners, the world leader in OTC derivatives pricing analytics, mathematical models and independent valuations, announced today that its award winning solution, Price-it© Excel is now shipped with a generic solver to enable users to structure their trades easily and seamlessly.

Pricing Partners, the world leader in OTC derivatives pricing analytics, mathematical models and independent valuations, announced today that it has been mandated by KfW Bankengruppe (KfW), one of the largest government-owned banks in Germany based in Frankfurt, as its first German client. KfW will deploy Price-it Library, the OTC derivatives pricing analytics, and Price-it Online, the independent valuation services, to provide pricing and valuation on their trading products.

Pricing Partners, the world leader in OTC derivatives pricing analytics, mathematical models and independent valuations, announced today that its award winning Price-it© has been upgraded to provide analytical tools to compute large volatility surfaces from option data provided by systems like Thomson Reuters 3000 Xtra© or Eikon©. 

Pricing Partners, the world leader in OTC derivatives pricing analytics, mathematical models and independent valuations, announced today that its award winning Price-it© Library now contains a model combining local and stochastic volatility.

Pricing Partners, the world leader in OTC derivatives pricing analytics, mathematical models and independent valuation, announced today to associate for the third consecutive year with its partner, Lunalogic, consulting company specializing in quantitative techniques, to co-organize a cocktail conference on “Best Practice in the Commodities Market” with the support of NYSE LIFFE, Tuesday November 8th at NYSE Euronext in Paris.

Pricing Partners, the world leader in OTC derivatives pricing analytics, mathematical models and independent valuations, announced today that the award winning Price-it© solution enhanced its derivatives pricing library to compute automatically volatility bias due to stochastic interest rates in hybrids models. 

Pricing Partners, the world leader in OTC derivatives pricing analytics, mathematical models and independent valuations, announced today to implement a new function “Price-it Online Analytics” on its web based independent valuation platform Price-it Online. This new feature allows users of its online services to access its extensive financial library to achieve advanced transparency and independence. 

Pricing Partners the world leader in OTC derivatives pricing analytics, mathematical models and independent valuations, announced today that it has been the winner of the Structured Products Technology Innovation Asia Awards in 2011, which brings the company the first trophy in Asia.

  

Pricing Partners, the world leader in OTC derivatives pricing analytics, mathematical models and independent valuation, announced today that it added a stochastic rating model to its Price-it derivatives pricing library that enables to price ratings linked products. 

  

Pricing Partners, the world leader in OTC derivatives pricing analytics, mathematical models and independent valuation, and Siag Consulting International, a leading Tier 1 Consulting and Systems Implementation specialist based in Madrid, have announced today a partnership covering Iberia and LATAM. 

Pricing Partners, the world leader in OTC derivatives pricing analytics, mathematical models and independent valuations, announced today that it has extended the award winning Price-it© language to price faster correlation and dispersion swaps.

Pricing Partners, the world leader in OTC derivatives pricing analytics, mathematical models and independent valuations, announced today that the award winning Price-it© solution has been upgraded to support Brazilian swap conventions.

Pricing Partners, the world leader in OTC derivatives pricing analytics, mathematical models and independent valuations, announced today that the award winning Price-it© library can compute CVA, DVA and bilateral CVA for all payoff based trades.

 

Pricing Partners, the world leader in OTC derivatives pricing analytics, mathematical models and independent valuations, announced today that after five years of collaboration between Pricing Partners and René Anger, its previously CTO, have agreed to part company.

Pricing Partners, the world leader in OTC derivatives pricing analytics, mathematical models and independent valuations, announced today that its award winning Price-it© library now includes analytical tools to estimate inflation volatility surface combining historical estimates and implied interest rates smiles surfaces.

Pricing Partners, the world leader in OTC derivatives pricing analytics, mathematical models and independent valuations, announced today to have implemented specific closed form solution for general callable range accrual products speeding up the computation by a factor of 100.

Pricing Partners, the world leader in OTC derivatives pricing analytics, mathematical models and independent valuations, announced today that its award winning derivatives pricing library, Price-it© library, now contains models for stochastic dividends.

Pricing Partners, the world leader in OTC derivatives pricing analytics, mathematical models and independent valuations, announced today that it has improved the computation speed of the Livret A in the inflation module of its derivatives pricing analytics and has extended the number of possibilities to compute the French inflation index.

Pricing Partners, the world leader in OTC derivatives pricing analytics, mathematical models and independent valuations, announced today that Aria Protected Funds, a Luxembourg-based manager of high yield, protected funds, has selected Pricing Partners’ flagship independent valuation platform, Price-it Online (PIO) for its alternative assets.   

        

Pricing Partners, the world leader in OTC derivatives pricing analytics, mathematical models and independent valuations, announced today that Industrial and Commercial Bank of China (Asia) Limited (“ICBC (Asia)”), the flagship of Hong Kong banking business of Industrial and Commercial Bank of China Limited, the world tier 1 bank, selected Pricing Partners’ derivatives analytics, Price-it Excel to enhance its flow derivatives desks activities. The agreement was signed through its regional distribution partner Belatos.

Pricing Partners, the world leader in OTC derivatives pricing analytics, mathematical models and independent valuations, announced today to enhance its derivatives pricing library with smoother and faster Greeks for its PDE engine.

Pricing Partners, the world leader in OTC derivatives pricing analytics, mathematical models and independent valuations, announced today that it has been ranked the Overall Winner for the second consecutive year in Pricing and Analytics of the Structured Products Technology 2011 Rankings. It won five out of six first places in the Pricing and Analytics categories, namely in Commodities, Credit, Cross-asset, FX and Interest Rates.

Pricing Partners, the world leader in OTC derivatives pricing analytics, mathematical models and independent valuations, announced today that Hana Daetoo Securities has chosen Pricing Partners’ derivatives pricing solutions, Price-it Excel. Hana Daetoo Securities is the investment banking subsidiary of Hana Financial Group. The agreement was signed through its regional distribution partner Belatos.

Pricing Partners, the world leading OTC derivatives pricing analytics, mathematical models and independent valuation provider, announced today to provide a first version of the generic Malliavin Weightings for Greeks in Monte Carlo and American Monte Carlo. 

Daewoo Securities Selects Pricing Partners’ Financial Analytics Solutions

Pricing Partners (www.pricingpartners.com), the world leading derivatives independent valuation, mathematical models and pricing analytics provider, announced today the signing of Daewoo Securities, the largest stock brokerage and investment banking firm in South Korea, as the its first South Korean client. The agreement was signed through its regional partner Belatos. 

Pricing Partners Extended Multi-Curve Pricing to Major Currencies   

Pricing Partners (www.pricingpartners.com), the world leading derivatives independent valuation, mathematical models and pricing analytics provider, announced today that it has improved its multi-curve pricing to major currencies.  

 

   

Pricing Partners to Chair StructuredRetailProducts.com 2011 Conference
 

Pricing Partners (www.pricingpartners.com), the world leading derivatives independent valuation, mathematical models and pricing analytics provider, announced today the participation in the 8th Annual StructuredRetailProducts.com Conference on February 9 and 10, 2011 in London. It will also chair a panel discussion on the independent valuation of the structured products.

Pricing Partners Provides Closed Form for CMS Spread and CMS Spreads Range Accrual

Pricing Partners (www.pricingpartners.com), the world leading derivatives independent valuation, mathematical models and pricing analytics provider, announced today to enhance its CMS Spread and CMS Spreads range accrual products pricing. 

Pricing Partners Presents its Latest Work at the Modeling and Managing Financial Risks Conference

Pricing Partners (www.pricingpartners.com), the world leading derivatives independent valuation, mathematical models and pricing analytics provider, announced today the their quantitative research engineer Mohammed Miri will represent Pricing Partners to demonstrate its latest research work at the “Modeling and Managing Financial Risks” conference, which will take place on January 10-13 2011 in Paris.