About Our Company

With a wide-covered financial model library, InteractivePricing specializes in high-performance engines for the pricing of derivatives. Our area of expertise is parallel and high-performance computing, highly optimized numerical methods.

Our experts have implemented front office libraries for foreign exchange, interest rates and foreign stocks in global banks. In addition, our experts have extensive experience in transaction risk management. Our FPGA solutions include the acceleration of Monte Carlo-based FX, interest rates, and other standard numerical calculations. For example, the foreign exchange delta will convert conventions, including price premiums, and the impact of Black-Scholes volatility.

Our Advantages

We can adopt customer risk framework and model governance, and implement in Python, C++, or C#. Our work is fully transparent and easily auditable. Valuation and Risk Analytics We offer our cutting-edge quantitative platform for valuation and risk analysis. Our analytics will break down the instrument into necessary hedges.

We offer advisory for risk control and analysis. This includes the configuration and assessment of the VaR methodology, selected of risk factor, exception handling. We can advise on the risk factors captured in VaR and identify risk not in VaR (RNIV). Moreover, we can assist in calibration of risk limits and setting up the management action triggers.

After decades of accumulation, existing commercial risk management software has become very large and sophisticated. Not only is the cost of purchasing and maintaining the system, but also managing a model user team. We can provide the required model verification services, as well as parallel computing services (Grid/GPU/FPGA Computing) for complex pricing products and/or VaR

Armed with Intel brand new generation of FPGA chips, InteractivePricing can provide cloud computing service for derivative pricing. Client can accelerate their own pricing platform by calling api from Interactive cloud server

Quantitative Analysis

Full Financial Pricing Library

Parallel Computing

Cloud Computing

Our Customers