Portfolio VaR and Greeks computaion softweres

quanter9 · December 20th, 2011, 4:19 am

Hi All,I am looking for list porfolio VaR compuation softweres. Where porfolio contains simple spot positions,futures positions,vanilla options and exotic options like barriers,asian optionsn and other path dependent structures I am looking for list of softweres but not so expensive one. Kidly let me know.Regards,

Cuchulainn · December 20th, 2011, 6:15 am

Will you contribute to this project as well?

Hansi · December 20th, 2011, 6:29 am

Sounds more like a problem with differentiating between logical forum sections to post in.

quanter9 · December 20th, 2011, 8:54 am

Hi Cuchulainn,yes I am open to contribute as per my skills and experience.I am ready to pay the servise of the softwere in risk management and pricing. Currently I am discussing with the FINCAD guys. Please share your feed back in FINCAD, if have any prior user experience. Regards,

Cuchulainn · December 20th, 2011, 9:03 am

quanter9,Thanks for your participation!