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Home >> News & Events >> Press Release >> Pricing Partners Delivers Models for Stochastic Dividends - Jun 2011
Pricing Partners Delivers Models for Stochastic Dividends - Jun 2011

 

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Pricing Partners, the world leader in OTC derivatives pricing analytics, mathematical models and independent valuations, announced today that its award winning derivatives pricing library, Price-it© library, now contains models for stochastic dividends.

Products on dividends, like options on non accrued Euro Stoxx 50 dividends, were actively promoted by Eurex for the two consecutive years. Indeed, the current crisis pushed derivatives towards simplicity in terms of payoff, meanwhile, introduced new underlyings. Dividend is one of them. Using stochastic dividends is not only recommended to price accurate option on dividends, but also to change prices on exotic dividend swaps with some barrier features. 

Eric Benhamou, CEO of Pricing Partners comments: “Models with stochastic behavior on dividends allows our client pricing options on dividends more accurately. Pricing Partners’ philosophy is to cope rapidly with product innovation and to continue to be the one stop valuation shop where one can price virtually anything.” 

 

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 

Email: This e-mail address is being protected from spambots. You need JavaScript enabled to view it  

http://www.pricingpartners.com 

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