Monte-Carlo algorithms

Probabilistic algorithms extend the gamut of the application of PDE's for pricing and risk evaluation. Finoptech's vision is to design original probabilistic approximation methods to treat emerging problems in quantitative finance which remain untractable by analytic ways. Among those, our commercial offer includes

• Accelerated integration schemes for high dimension problems.
  This technology is integrated in the Finoptech-p1 pricing application, as well as delivered as an independent module in the Accelerated Monte-Carlo Component™ offer.
   
• Monte-Carlo methods for hedging strategies analysis.
  Finoptech's research delivers a set of Monte-Carlo techniques to evaluate accurately and efficiently the VAR remaining after applying a hedging strategy with complex diffusion models.
  See the full description of the offer for our solution to post-hedging risk analysis.