| Pricing Partners Extends Its Product Coverage! - Feb 07 |
|
Pricing Partners Extends Its Product CoveragePricing Partners has announced the extension of Price-it® coverage to inflation. The model, calibrated to the inflation zero coupon swap and cpi volatility, was developed by Belgrade, Benhamou and Schauly. It is a very fast model that can price virtually any inflation linked product. In addition, the inflation model can be combined with models on other asset classes: interest rates, equity, credit, enabling to price any other asset class product, linked to inflation.
About Pricing Partners Founded by professionals of the trading floor industry, Pricing Partners provides software solutions and consulting services for derivatives independent valuation. Pricing Partners proposes Price-it®, an independent analytic library solution to price complex financial products on different markets (IR, Equity, Credit, Inflation, Hybrids, Commodities and FX). The Pricing Partners solution enables users to comply with accounting standards evolution as well as regulation evolutions in a capital market industry related to independent valuation issues of OTC products. Price-it® principally targets asset-managers, financial departments of large banks, dealing rooms and audit firms. The company is based in Paris. |
