Technology

SuperDerivatives launches equity option pricing service

New York-based option pricing software company SuperDerivatives has expanded its valuations service into the equity asset class. This supplements its existing option pricing service in foreign exchange and its recent foray into interest rate products on…

Towards a practical capital model

Existing models for calculating and allocating capital for operational risk fail to achieve their goals. Richard Pike proposes a mixture of such approaches to attain a practical capital framework

OneChicago seeks BookDepth traction

Chicago-based equity stock futures exchange OneChicago is preparing a marketing push to boost usage of the depth-of-book data it now distributes over CFN (CBOE Financial Network) from its co-parent Chicago Board Options Exchange.

The multi-period explosion

Suppliers of asset and liability modelling software are using grid computing to help life companies cope with the increasing burdens put on them by regulators and rating agencies

Markit adds base metals to valuations tool

London-based Markit has added valuations for base metals derivatives traded in London to its Totem service. Until now, its commodity valuation service covered a range of energy contracts and precious metals.

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