Quantitative Finance Valuation

Our quantitative finance valuation experts use valuation techniques (such as binomial trees and the Black-Scholes-Merton model) and risk models (such as Value-at-Risk and the contingent claims approach) in order to determine the current value of financial assets and liabilities, and measure financial risks

 

  • Hedge Accounting Effectiveness Testing

  • Embedded Derivative Valuation

  • Valuation and Risk Analysis for the Galai II Report (Sensitivity and VaR)

  • Valuation and Risk Analysis for IFRS 7 and IFRS 9

  • Convertible Bond, Financial Option and Complex Derivative Position Valuation

  • Financial and Inflation Models (IAS 39, AG7, AG8)

  • Credit Risk Analysis