Numerix brings wide-ranging quantitative and financial engineering expertise to offer institutions a flexible Excel solution for structuring, pricing and managing even the most complex equity derivatives.
With Numerix Equity XL, users gain all of the key benefits of Numerix CrossAsset XL, including transparent deal definitions and valuations, customizable trade templates, scenario analysis and Greeks for stress-testing trades and strategies. The module also includes advanced capabilities for pricing equity trades, such as calcuations based on continuous or discrete dividends, the Vanna-Volga method, and fast low-dimensional PDE simulations for Asian and Lookback options.
If your needs expand in the future to encompass other asset classes, Numerix provides turn-key capability for adding other modules within the Numerix CrossAsset suite — providing a consistent and interoperable analytics platform across your derivatives desks.
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Structure and price any type of deal using customizable inputs
Example: Quanto Lookback Put Option
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Numerous 'Quick Start' templates help speed deal structuring
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Numerix's payoff scripting language provides ultimate flexibility and transparecy in representing custom deals
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