Mamdouh Barakat Risk Management (MBRM) are pleased to announce the launch of their system for pricing and risk management of exchange traded options. Major features are :
- Evaluation of FTSE options on the LIFFE exchange, including the modelling of early exercise (wild card option).
- Handling of ETO contracts on most exchanges, including equity derivatives.
- Graphical modification of volatility skews.
- Full risk analysis (including scenario analysis) of positions in ETO options and futures. Risk broken down into individual contracts and strikes.
- Pricing sheets can be easily adjusted for different formats. Multiple formats for one contract possible.
- Up to eight contracts on one pricing sheet.
- Open system approach enables linking to most real-time feeds, enabling the monitoring of arbitrage opportunities.
- Positions from multiple dealers/contracts can be monitored and consolidated centrally.
A free fully functional 30 day trial can be downloaded from MBRM’s internet web site: www.mbrm.com
Cost is £ 1,999
(NOTE: This analyser requires version 8.0 of MBRM UNIVOPT and MBRM UNIVZERO)
For Further Information, Please Contact :
Dr. Mamdouh Barakat |
