Pricing Rainbow Options
Imagine’s clients are making increasing use of our Monte Carlo Generator to price multi-asset best-of/worst-of options (aka Rainbow Options). The pricing solution presented in this blog leverages the flexibility of the Imagine Financial Platform (IFP). More specifically, the IFP Model Interface and the IFP Monte Carlo Simulation Generator, as described below.
Imagine Software Continues to Capture Spotlight for Full Portfolio, Risk & Regulatory Solutions – from a Single Platform
NEW YORK – September 30, 2015 –Imagine Software, leading provider of portfolio management, risk and regulatory solutions for financial firms worldwide, has been shortlisted as the "Best Portfolio Management Provider" and "Best Risk Management Technology Provider" in the 2015 HFM US Hedge Fund Services Awards.
For more than 20 years, Imagine Software has built risk management systems for major banks, brokerage houses, hedge funds, funds of funds, and pension funds. “We are a cross-asset firm, and we do everything from equity, fixed income, currencies and commodities to all forms and flavors of derivatives,” says Imagine’s Scott Sherman.