Join us on :

 Commodity

Credit

Equity

FX

Inflation

IR

Life 

 Hybrid

 

Pricing Partners' FX Module provides you with a wide coverage of derivative products, pricing models and numerical methods.  

Models available

  • Black Scholes, Vanna-Volga Black Scholes
  • 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

Application to products includes:

  • Options
    • Asian, Barrier, American, European
  • Multi Currencies
    • Basket options
  • Hybrid Products 
    • Power Reverse Dual Currencies (Callable or not)  

 

To learn more about Pricing Partners' exhaustive models and product examples, download the list of models.