Our Finance Division brings unsurpassed Quant knowledge of global financial markets and instruments to the clients. Whether you are dealing with plain vanilla or exotic products in equities, fixed income, Forex, credit, real estate, insurance or pollutant asset classes, we have solutions that can better control your portfolios/firms risk and increase the returns significantly. Being an independent firm, with no conflict of interests what-so-ever, we can offer our clients with the best possible advice—in fundamental research, valuation, structuring or other area.
Some of the firms practice areas, among others, are:
- Advisory
- Valuation
- Hedging (exact, approximate, mean square, super)
- Arbitrage
- Research (markets, products, funds, financial time series, adhoc, … )
- Advanced quant modeling (jump diffusion, stochastic volatility, fractal, …)
- Computations, algorithms
- Validation, calibration
- Stress testing, ratings
- Bench-marking, market intelligence
- Fairness opinions, due diligence
- Forecasting, estimators and adaptive control
- Asset classes (equities, debt, commodities, FX, credit, RE, insurance, pollutant, real, …)
- Derivatives (futures, forwards, vanilla/exotic options, swaps, OTC, real options)
- Funds (ETF, index, mutual, hedge, closed-end, UIT, offshore, FoF, exotic)
- Structured finance (ABS, CDO, CDS, TRS, mezzanine capital, securitization, …)
- Fixed income (US/foreign treasuries, corporate, high yield, convertibles, distressed, …)
- Risk management/controlling risk (credit, market, operational, …)
- Capital structure analysis
- Financial intermediation
- Portfolio dynamics, performance and optimization
- Automation (pattern matching, neural networks, fuzzy sets, genetic algorithms, learning)
- Mergers and acquisitions (sell/buy side, fairness opinions, analysis, …)
- Strategy
- Alternative investments (PE, VC, PIPE, …)
We would welcome the opportunity to discuss with you our line of work, in more detail, and how this may help your organization needs. For more information, please contact us >