Flexible Valuations at your Fingertips
Price any Financial Structure with Ease and Accuracy
Over 40% of financial professionals are concerned with flexible construction and pricing of OTC derivatives.
Do you need a consistent arbitrage-free model that allows you to keep pace with new variations on types of exotic financial instruments? Are you building out a derivatives desk? Do you need transparency to make visible all elements and assumptions of the pricing picture?
You need F3 to address these challenges - a highly flexible, fully transparent solution that allows you to value virtually any financial structure or payoff.
Find out how F3 provides:
- - Flexibility to price exotic derivative payoffs from your desktop including autocallables, reverse convertibles, range accruals, accumulators and weighted basket option payoffs
- - Generic and robust design to construct all instrument types with pre-built solutions or easily customizing the model, product, and valuation assumptions for bespoke product types
- - Monte Carlo pricing engine optimization techniques powerful enough to handle long dated payoffs and numerous observations
- - Scenario analysis customization powerful enough to handle thousands of scenarios with millions of iterations, as well as visibility to the generated paths
Request a customized demonstration to see how F3 can benefit your organization.