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Home >> News & Events >> Latest News >> Pricing Partners Introduced a Quantitative Methodology to Generate Inflation Volatility Surface - Jul 2011
Pricing Partners Introduced a Quantitative Methodology to Generate Inflation Volatility Surface - Jul 2011

 

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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.

 

These analytical tools can provide reliable estimation of the smiled inflation surface on all major inflation indexes such as the European, French, Japanese, American or British HICP ones. This announcement comes at a time when demand for inflation products keeps climbing on due to the concerns on increased inflation. 

 

Eric Benhamou, CEO of Pricing Partners comments: “In the derivatives valuation space, mathematical models are certainly important, but they are not everything. Market data are starting to play a more vital role. Therefore, it is important to bring some compelling analytical tools to our clients to estimate more accurately market data to which they have a limited access. As part of our continuous efforts to enlarge the scope of our analytics addressing market data issues, we have added these new features to estimate inflation volatility surface. Our clients can start taking advantage of these new features to price the inflation derivatives more accurately.”

 

About Pricing Partners   

Set up by former professionals of the trading industry, Pricing Partners offers accurate solutions for derivatives products valuation, pricing tools and risk analytics with full transparency.

Pricing Partners delivers: 

  • Price-it® Online, an independent revaluation website for vanilla to the most exotic financial products 
  • Price-it® Excel, a latest generation financial library using a payoff language and cutting edge models 
  • Price-it® Source code, an extensive and professional development platform 
  • Price-it® API, a platform for seamless integration of pricers and analytics into STP solutions 
  • Price-it® for Kondor+ Suite®, a pricing library integrated into Thomson Reuters Kondor+ Suite® 
  • Price-it® for Summit MUST®, a financial library integrated into Misys Summit 

Pricing Partners offers cover commodity, credit, equity, fixed income, fx, funds, inflation, interest rates, life insurance and hybrids OTC products. They are widely adopted by investment banks, asset management firms, hedge funds, corporations, pension funds, fund administrators and audit firms. 

Pricing Partners holds offices in Paris, London, Singapore and Hong Kong. Its solutions have been ranked number 1 in Pricing and Analytics by Structured Products Magazine in 2010.  

 

Media Contact: 

Yuxin Mao 

Pricing Partners 

Direct: +33 1 70 60 72 46 

Fax: +33 1 70 60 72 31 

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http://www.pricingpartners.com 

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