We can offer you full support in obtaining the correct market value of any type of derivative:
We can provide wide scope of services regarding validation of risk models:
We can provide wide scope of services regarding model selection and parametrization:
We can wide scope of services regarding valuation and risk models:
We can assist you with signing the derivative contract by:
We can help you with quantitative advisory:
FX Forward, FX Swap, Vanilla / Exotic Options, European / American / Bermudan Exercise, Call / Put, Barrier, Double barrier, Binary / Digital, Asian, Lookback, Shout, Basket, Chooser
FRA, IRS, OIS, TBS, CIRS, Cap / Floor, Swaptions, Callable Swap, Knock-in, Knock-out, Barrier, Digital
Forward / futures, Vanilla options, European / American, Asian, Basket, Spread, Spark, Peak/Off-peak, Storage options, Swing (volume) option
Forward, Future, Vanilla / Exotic Options, European / American / Bermudan Exercise, Call / Put, Lookback, Basket, Chooser, Cliquet
Credit Default Swap (CDS), Credit Linked Note (CLN), Asset Swap, Options on CDS
Zero-coupon / fixed-coupon / floating-coupon bond, convertible bond, callable bond, puttable bond, inflation-linked bond
Share Based Payment (SBP) issued by a company for its employee based on market and non-market criteria
Derivatives embedded in the main (regular) contract e.g. callable bond held to maturity
Inflation Swaps, Inflation linked payments, weather derivatives, catastrophic derivatives, insurance
We focus on derivative valuation. No matter what type of financial instrument you have we will help you on its valuation, accounting treatment and potentially negotiation and implementation. Thanks to our exposure to various financial institutions, we are able to provide you the best market practice as well as comment on alternative methods. With Derivatives.Consulting you are not required anymore to have a valuation team within your organization, which makes us cost efficient.
We are open for any kind of cooperation – one-time or continuous support. We want Derivatives.Consulting to be your one-point of contact for any issues related to derivatives. Please contact us to discover our capabilities.
Valuation of derivatives is complex and require experienced professions. You can trust our team, which has gained experience in the Big4, where we delivered the best market practice to major financial institutions in the world.
Derivatives.Consulting is the most cost efficient solution for you. If you decide to work with us, you will no longer need a valuation team in your organization, which reduces the wages, trainings and increases the quality of work.
We promise to provide you valuation within the five business days. We also promise that you will be satisfied with our work. You can ask any question related to the original inquiry cost free. Do not hesitate to send us your inquiry.