MBRM - MB Risk Management
29 Throgmorton Street
London EC2N 2AT
United Kingdom

Email: sales@mbrm.com
Phone: +44 20-7628 2007
Fax: +44 20-7628 2008


Jul 1997

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 : http://www.mbrm.com

Please see our latest price list (http://www.mbrm.com/pricelist.shtml) for the cost of this module.

For further information, please contact our Sales Team

Previous [index] Next