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by mikebauer
May 20th, 2004, 7:51 am
Forum: Programming and Software Forum
Topic: FX Options pricing software
Replies: 3
Views: 189955

FX Options pricing software

<t>QuoteOriginally posted by: mikebauerDoes anybody have experience (good or bad) with SuperDerivative's software? We are now looking into their SDRM software, but we haven't used them for Pricing. How do they compare with other solutions? is their service good? Is the price calculated significantly...
by mikebauer
May 20th, 2004, 7:49 am
Forum: General Forum
Topic: Black-Sholes for FX Options
Replies: 19
Views: 192931

Black-Sholes for FX Options

Thanks again.
by mikebauer
May 20th, 2004, 7:12 am
Forum: General Forum
Topic: Black-Sholes for FX Options
Replies: 19
Views: 192931

Black-Sholes for FX Options

UBS is actually very impressive.I was told not to trust Reuters dealing. Any idea why?
by mikebauer
May 20th, 2004, 5:28 am
Forum: Student Forum
Topic: Market prices for FX options
Replies: 0
Views: 189136

Market prices for FX options

Is there a model or algorithm for estimating the market price of FX options which is under concensus? Does Black-Scholes provide close enough approximation under ANY circumstances, or is it in fact obsolete as far as FX options are concerned?
by mikebauer
May 19th, 2004, 9:12 am
Forum: General Forum
Topic: Black-Sholes for FX Options
Replies: 19
Views: 192931

Black-Sholes for FX Options

Thanks again. We do wish to trade using the figures, so it is indeed an issue.I tried to access UBS and could not locate the relevant information. Could you kindly point me in the right direction?Also, do you know of other solutions such as SuperDerivatives'?
by mikebauer
May 19th, 2004, 8:48 am
Forum: General Forum
Topic: Black-Sholes for FX Options
Replies: 19
Views: 192931

Black-Sholes for FX Options

Thanks.In this case, could the model used still be a differentiator in preferring one solution over the other, or should I look for SuperDerivatives' advantages elsewhere?
by mikebauer
May 19th, 2004, 7:34 am
Forum: General Forum
Topic: Black-Sholes for FX Options
Replies: 19
Views: 192931

Black-Sholes for FX Options

We are now evaluating a software product claiming to provide better pricing algorithms optimized for FX options. The product, called SuperDerivatves, is based on a "revolutionary" model which does not draw on B-S at all. Is this wise? Isn't this too risky?
by mikebauer
May 19th, 2004, 7:31 am
Forum: Programming and Software Forum
Topic: FX Options pricing software
Replies: 3
Views: 189955

FX Options pricing software

<t>Does anybody have experience (good or bad) with SuperDerivative's software? We are now looking into their SDRM software, but we haven't used them for Pricing. How do they compare with other solutions? is their service good? Is the price calculated significantly more accurate then others'? Is the ...