Options
Numerix, JPMorgan Eye Cross-Asset Application of Volatility Model
A new Unspanned Stochastic Local Volatility (USLV) model, an alternative to established Heath-Jarrow-Morton (HJM) methods for modeling options volatility, looks to build on pricing analytics for credit derivatives.
Napier Park Selects Options For Infrastructure
Napier Park Global Capital will use the PIPE Core and Momentum services from Options as its fund’s technology infrastructure, the New York asset manager, a spinout from Citigroup, announced today.
Options Expands FX Connectivity
Private financial cloud provider Options has expanded connectivity to 60 global foreign exchange (FX) markets
Options to Open Chicago Office
Options, a private cloud provider, will open an office in Chicago on March 1 to serve regional clients, as well as communicate with proprietary trading firms in the area.
ASX Colocates Futures Trading Hub in Singapore
The partnership with SGX is expected to enhance futures trading inflow into Australia.
IceCapital Taps SuperDerivatives for Complex Structures Pricing
Finnish asset manager rolls out SDX pricing tool to support complex structured products
SunGard Launches Valdi Options Risk Manager
Following on the heels of two previous Valdi risk solutions, the new solution offers additional functionality including the support of international market data.
MFX Trading Employs Orc for Market Making
Orc's Market Maker is designed specifically for options market making.
CME Aims for Smooth Migration of GreenX Contracts
CME acquires GreenX Holdings; environmental products will keep trading and clearing on Globex and ClearPort, respectively.
Hap Cap Taps GFI's Fenics for FX Options
Hap Capital will use Fenics Professional on its FX options trading desk.