SuperDerivatives has launched an enhanced version of its SD-EQ real time pricing and analytics platform, which has been designed to enhance accuracy and productivity for equity derivatives. In the new version, SD-EQ features an ‘Equity Derivatives Data Generator’ (SD-EDG) which the company claims will provide real-time volatility surfaces, as well as implied dividend forecasts and forward price term structures for any underlying stock or index. This inference engine combines a multitude of inputs including historical dividends, OTC and exchange option market quotes, security lending rates and the SuperDerivatives benchmark pricing model for options. This technology is designed to enable accurate pricing of any equity derivative for any strike and expiry and for vanilla and exotic products.
The annual BNP Paribas Cash Management University kicked off on Thursday morning with treasury professionals congregating in Paris from across Europe.
APIs may be a solution to MT940 challenges, says Karen Fagan, treasury operation manager, for British television company, ITV.
Kicking off the first day of the Singapore Fintech Festival, issues with cryptocurrencies were addressed by MIT media labs director, Joi Ito, and panels of technology leaders discussed how they’re using data analytics.
Sibos 2017 day two highlights: Brexit and banking, and why ‘data is the new oil’ in financial services
How nation first politics can impact global financial organisations It’s clear that data and regulation are the two key topics that are ... read more