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 Wins Most Innovative Platform for Risk, Compliance and Reporting at 2017 American Financial Technology Awards.
NEW YORK – November 4, 2015 – Imagine Software, a leading provider of global portfolio and risk management solutions for financial firms worldwide, received the award for "Best Risk Management Technology Provider" at the 2015 HFM Week US Hedge Fund Services Awards ceremony last week.