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Pricing Partners Continues its Presence at the WBS Conference in London - Apr 10

 

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Pricing Partners Continues its Presence at the WBS Conference in London

Pricing Partners (www.pricingpartners.com), the independent derivatives valuation expert and a world leader in mathematical models for valuations of derivatives and structured products, announced today to present their latest research work at the World Business Strategies (WBS) workshop on the "Interest Rate Modelling for the New Era", taking place on April 15th and 16th 2010 in Marylebone Hotel in London. 

The regular World Business Strategies (WBS) events play a vital role in the financial markets, especially in the quantitative community, which is called as the "quants" world. The two day event will tackle topics such as "Interest Rate Modelling for the New Era" and "Interest Rate Modelling: Back to Basics". Eric Benhamou, CEO of Pricing Partners and former quant of Goldman Sachs will illustrate the insights on "Revisiting CMS Spread Options (Cap, Floor, Digital, Range Accrual) with a specific emphasis on the popular approach such as Normal, Bi Lognormal, Bi-SABR with copula, Bi Heston with copula and Hagan Adjuster method". He will hold his panel session during the second day from 11.15 am to 12.45 am. In the midst of financial crisis, as volatility reached unprecedented level, the topic is particularly relevant to quantify market risk.

The conference will gather highly reputed market professionals such as Pat Hagan (Head of Quantitative Analytics at JP Morgan, famous for his stochastic volatility SABR model), Dr Dorje C Brody (Reader in Mathematical Finance, Imperial College London), Professor Lane P Hughston (Professor of Mathematical Finance, Imperial College London), Jochen Theis (Director of Markit) and Marco Bianchetti (Risk Management Market Risk Pricing & Financial Modelling, Intesa SanPaolo Bank).  For Pricing Partners, it is a great opportunity to present quantitative research and expertise at the forefront of the community.

Eric Benhamou of Pricing Partners commented "We feel proud to be invited to exchange our latest results in the WBS conference to diffuse our outlines and continue increasing our reputation as the quantitative expert in the market. Moreover, it will be a good opportunity for professionals looking for external valuation services providers such as Pricing Partners."

Neil Fowler, Managing Director of World Business Strategies says "As a frequent speaker to the WBS event, Eric always brings us Pricing Partners' fresh thoughts and innovative research to the quantitative community. We will be happy to see them in the coming workshop in April."

 

About World Business Strategies

WBS Training organizes workshops and conferences for the capital markets and treasury divisions of investment companies worldwide, with all our efforts centered solely on the education of our clients. WBS Training does not operate to present dozens of events every year. Instead we select only the most innovative, pertinent and dynamic subjects, thus bridging the gap between the latest theoretical developments through to proven practical trading floor requirements. Therefore, we aim to ensure that such requirements can be effectively implemented in the real financial world.

Our depth of experience within the training environment provides us with a greater knowledge and understanding of what our clients require from financial business training. This promotes the unique position of us delivering the quality and service that is crucial to our client's continued success and competitive advantage in the market place. We have a flexible approach which allows for a more personal relationship with our clients. Furthermore, we do listen to what our clients want.

For more information, visit www.wbstraining.com or email This e-mail address is being protected from spambots. You need JavaScript enabled to view it

 

About Pricing Partners

Set up by former professionals of the trading industry, Pricing Partners offers accurate solutions for derivatives products valuation, pricing tools and risk analytics. Pricing Partners delivers its solutions in two different means. Through Price-it Online, a SaaS platform, Pricing Partners provides independent valuation from the vanilla to the most exotic financial products on most assets (Interest Rates, Fixed Income, Equity, Inflation, Credit, Foreign Exchange, Commodities, Life Insurance and Hybrid products). On the other hand, Pricing Partners develops and commercializes Price-it Excel, an analytic and independent pricing library using a generic payoff language description which allows the pricing of virtually any financial derivatives. Price-it?also supports VaR, CVaR and the most common risk management tools. Pricing Partners masters the chain of valuation and develops its own pricing library and valuation platform. Its intrinsic knowledge and understanding of the pricing methodologies/models enable its clients to achieve highly accurate and reliable valuation on their derivatives books. Pricing Partners solutions can be used by investment banks, asset management firms, hedge funds, corporations, pension funds, fund administrators and audit firms.

Pricing Partners has also signed numerous partnerships to deliver its technology through local distributor like Belatos in Hong Kong, as well as with leading institutions like Thomson Reuters (for its pricing library integrated into Kondor+ Structured Products), Misys (for its pricing library integrated into Summit), CMA, Fitch Solutions or Lexifi. It is a Microsoft IDEES partner, an IBM, Sun, Datasynapse and ActiveEon partner. Furthermore, it is a member of the grid research consortium GCPMF uniting BNP Paribas, Calyon, Ecole Centrale, EDF, ENPC, INRIA, Natixis, Misys, Paris VI University and Supelec and a global coordinator of the Credinext consortium, in collaboration with Thomson Reuters, Lunalogic, Ecole Polytechnique, ENPC, University of Marne La Vallée and INRIA.

Pricinig Partners holds offices in Paris, London, Singapore and Hong Kong.

Media Contact: f

Yuxin Mao

Pricing Partners,

Direct: +33 1 70 60 72 46

Fax: +33 1 70 60 72 31

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http://www.pricingpartners.com