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Pricing Partners Presents its Latest Work at the Modeling and Managing Financial Risks Conference - Jan 2011


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Pricing Partners Presents its Latest Work at the Modeling and Managing Financial Risks Conference

Pricing Partners (, the world leading derivatives independent valuation, mathematical models and pricing analytics provider, announced today the their quantitative research engineer Mohammed Miri will represent Pricing Partners to demonstrate its latest research work at the “Modeling and Managing Financial Risks” conference, which will take place on January 10-13 2011 in Paris.

The conference is organized by the Financial Modeling group of CMAP, Ecole Polytechnique in the framework of the Chair Financial Risks of the Risk Foundation. Well known quantitative researchers are invited to attend such a grant conference like Professor Nicole El Karoui (Ecole Polytechniqe), Mr Alex Lipton (Bank of America Merrill Lynch) and Mr Lorenzo Bergomi (Société Générale). Dr. Mohammed Miri of Pricing Partners will present his latest work on “Analytical Formulas for Local Volatility Model with Stochastic Rates” on Tuesday January 11. The originality of this work is to model the local volatility of the discounted spot to obtain accurate formulas for complex products involving stochastic rates and local volatility.

Eric Benhamou, CEO of Pricing Partners comments “Pricing Partners has always been ahead the curve in terms of quantitative research. The selection and participation to Modeling and Managing Financial Risks conference is very strict. To present our latest work on this occasion demonstrates that Pricing Partners maintains its strong R&D advantage and will continue to provide its clients with the latest results in terms of cutting edge research.”


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 with full transparency. 

Pricing Partners delivers:

  • Price-it® Online, an independent revaluation website for vanilla to the most exotic financial products
  • Price-it® Excel, a latest generation financial library using a payoff language and cutting edge models 
  • Price-it® Source code, an extensive and professional development platform
  • Price-it® API, a platform for seamless integration of pricers and analytics into STP solutions
  • Price-it® for Kondor+ Suite®, a pricing library integrated into Thomson Reuters Kondor+ Suite®
  • Price-it® for Summit MUST®, a financial library integrated into Misys Summit

Pricing Partners offers cover commodity, credit, equity, fixed income, fx, funds, inflation, interest rates, life insurance and hybrids OTC products. They are widely adopted by investment banks, asset management firms, hedge funds, corporations, pension funds, fund administrators and audit firms.

Pricing Partners holds offices in Paris, London, Singapore and Hong Kong. Its solutions have been ranked number 1 in Pricing and Analytics by Structured Products Magazine in 2010.


Media Contact:

Yuxin Mao

Pricing Partners

Direct: +33 1 70 60 72 46

Fax: +33 1 70 60 72 31

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