Evaluates accurately your VAR after hedging in complex uncertainty scenarii.

What is your VAR when you use a delta-hedging strategy ? Even with common stochastic volatility models and simple payoffs, the answer requires most of the time a huge amount of computation which makes this problem intractable in many practical situations. But the answer is compulsary to evaluate your global risk.

Features

An efficient algorithm for evaluating the post-hedge VAR

Based on breakthrough in simulating hedging operations, HedgeControl brings a dramatic computational improvement of a factor between 50 and 1000 compared to standard evaluation techniques (depending on the maturity of your product).

An extensive toolbox of stochastic volatility models

The choice of a suitable volatility model is determining for the relevancy of particular products simulation. HedgeControl provides a wide range of suitable volatility diffusion as well efficient and accurate calibration methods fitting market data. See also our FinCal Component offer for a more detailed exposition of our stochastic volatility technology.

More operations in less time

HedgeControl distributes its computational effort onto the Finoptech Parallel Runtime Environment™. It relies on a scalable-on-demand and low-cost computation resource.

Simplicity and performance

HedgeControl brings you Finoptech's core technology including the capability of describing any type of financial products in a few clicks thanks to Finoptech's exotic description language and high-performance numerical modules. See our technology presentation to learn more about our technological platform.

Integration in your information system

Finoptech delivers a customized integration of HedgeControl into your trading and information system.

Benefits

• Delivery in operational time of a reliable estimate of your risk after hedging.
• Acceleration by parallel computation
• Wide range of diffusion models
• Suitable for complex hedging strategies (volatility,correlation,...)
• Customized integration