• Price Forecasting

    Option Pricing and Risk Management

    Independent Option Pricing
    Monte Carlo VaR of Option Portfolio
    Vanilla, Exotic and Basket Options

Cross asset class option pricing and risk management

Option Pricing
  • A unique and powerful option pricing environment allowing independent option pricing for all option types, European, American, Asian, and path dependent options, across all underlying securities, interest rates, FX, equity, commodity, energy, money markets and fixed income.

  • All option Greeks are computed including delta, gamma, theta, vega, and rho. In addition, a risk band around the fair price is also displayed to help hedging in illiquid markets. Pricing is not limited to the fair value of an option as it is done traditionally, but a suggested trading price is also evaluated. You can thus price and trade options at some percentile above / below the fair value, to account for their VaR. This is very valuable in pricing physical energy and commodity options, or options in illiquid markets where delta hedging is impossible.

  • Our methodology uses trinomial trees for faster convergence. A proprietary method interlacing trinomial trees with the Monte Carlo simulation engine is used to evaluate option VaR. This is also used to compute and plot option values or premiums across a range of strike prices for ease of trading.

  • Next Generation Dual Cloud On-site Platform

    • Leverage next generation dual-use cloud on-site architecture. QR Cloud is a live 24/7 supercomputing platform with a vast array of ready-to-use models and templates. You can select, download and customize any configuration from QR Cloud in your own instance, whether on-site or on QR Cloud.

    • QR System is a single universal software for all on-site and QR Cloud instances, and is upgraded quarterly free of charge. Actual clients’ implementation are configured in a database, which is portable from QR Cloud to on-site.

    • QR Cloud is ideal for medium size players. No software installation, IT infrastructure, resources or efforts required. All you need is a browser.

    • Private Cloud or on-site are for entities wishing to control data and processes.

    New Commercial Paradigm

    • Whether on the cloud or on-site, no permanent license and no hefty initial license fee. Just pay 1 single yearly subscription fee for license, cloud supercomputing, maintenance and on-going upgrades.

    • Start with an actual Trial to test our platform and the quality of our expert team. Continue if satisfied. Cancel if the Trial fails to meet your expectations. 

    • Ready for use out-of-the-box, no development or coding.

    • Cost-effective speedy implementation via intuitive configuration. Select, download and customize any configuration from QR Cloud in your own instance, whether on-site or on QR Cloud. Save years and millions.

    Need more information?

    Our expert team are here to help with any questions you have regarding QR Cloud Services™. Call or email today.

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