Pricing Partners' Commodity Module provides you with a wide coverage of derivative products, pricing models and numerical methods. 
Models available Local Volatility: Dupire Stochastic Volatility: Heston, SABR, Piterbarg, Double Heston Local Volatility + Jump: Miri Benhamou Gobet, Andersen Stochastic Volatility + Jump: Bates Local + Stochastic Volatility: Andersen Gabillon and Gibson Schwartz - 1 and 2 factors – Stochastic Convenience Yield
Application to products includes : - European Option
- American Option
- Asian Options
- Swaps
To learn more about Pricing Partners' exhaustive models and product examples, download the list of models. |
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