Lacima Trader Description
Confidently pricing common traded derivatives like futures, forwards and swaps. Based on volatility and market prices, accurately representing Greek sensitivities and valuations. Use industry-specific models to account for jumps, seasonality and other inter-relationships between energy and commodity prices. Even when complex simulation-based pricing or risk sensitivities are being calculated, it is possible to obtain fast and accurate results. Flexible tools for valuing derivative instruments in power, oil, coal and metals as well as soft commodities. Providing comprehensive results that calculate prices as well as all relevant risk sensitivities.
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