- Banks
- Enterprise-wide Risk Management
- Bank Strategy und Profitability Management
- Treasury and Asset Liability Management
- Liquidity Risk Management
- Credit Risk Management
- Market Risk Management
- Applied Financial Engineering
- Basel II and Regulatory Compliance
- Compliance, Regulatory and Statutory Reporting
- Systems Integration
- Training and seminars
- Asset Manager
- Insurance Companies
- Corporates
Applied Financial Engineering
Pricing exotic financial derivatives and complex structured products is no easy task. The quant specialists of our Applied Financial Engineering team can provide you with support on a range of issues relating to the valuation of these products. These include:
- Analysis and risk assessment of complex financial derivatives
- Support in the development and modification of new and existing financial mathematical models for trading and risk management
- Set-up of applications for pricing and risk management of structured products in your daily operations, based on either bespoke or commercially available tools (eg. Numerix™)
- Independent model validation for trading and risk management systems
- Independent valuation, P/L, sensitivity and risk calculation for derivatives portfolios containing complex and exotic products
- Enhancement of trading and risk systems to include additional valuation analytics
d-fine has an extremely flexible valuation library at its disposal. It has been used as the benchmark in many projects and is continually extended and adapted to reflect current market developments. We have experience across every market, be it FX, fixed income, credit, or commodity and energy trading. And it goes without saying that we also cover hybrid products and cross-asset portfolios.
Let's talk! We look forward to convincing you.
Contact:
Tel: +49 (0)69 90737-305
