Derivative Analytics

Option Pricing Modules

Option Pricer and Greeks (Black-Scholes) - (https://rapidapi.com/kiann/api/kiann_options_project/)
Option Volatility Calibration - (https://rapidapi.com/kiann/api/kiann_options_sabr)
Portfolio Risk Analytics (coming)

Email us (capitalriskmgmt00@gmail.com ) for a demonstration of our option and risk analytics module, where you can access them on a pay-as-you-go basis. Examples in the weblinks above.

Up-and-Out-Call-Option Greeks

Visual representations of option greeks and premiums users can expect from our analytics.

We provide two main volatility models - local-volatility and SABR.

We provide one-off, or on-going project basis on

setting up of risk-analytics for your derivative portfolio, such as delta-hedging (it's NOT just spot you have to consider) in it's industry-standard form
setting up of risk-analytics taking into account the tail-risks and 2nd-order metrics, and HOW to quantify what are your key options-risks.

Google Sites

Report abuse