Financial Engineering

We provide consulting and services to companies that need to evaluate, benchmark and hedge the continuously  different types of financial contracts, specializing in the evaluation of OTC contracts. Our independent valuations, monitoring and reports let you  account, price and hedge your portfolios.

Aside from consulting, we also develop advanced user-friendly modeling tools for the pricing of any type of financial derivative contract, including complex interest rate sensitive, equity-linked, inflation-linked, credit-linked and commodity-based instruments.

We also deliver custom solutions embedded into financial front office valuation systems, as we can either use our financial modeling tools, with their code-generation features, or write pricing routines directly, targeting the most used programming languages.