The ultimate on-line pricing tool for FX derivatives.
Fastest and most accurate native SLV pricing software.

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Latest News

15  Jun 2013

Volmaster has started a business relationship with MathFinance AG. Read more...

20  Mar 2013

Implemented SLV+Jumps pricing model

13  Oct 2012

Deployed Simulation Tools

5  Apr 2012

Introduced user-defined pricing templates

18  December 2011

Extended coverage to include emerging markets

08 June 2011

Released traffic / RFQ system

27 March 2011

Introduced quadratic payoffs and variance swaps

13 November 2010

Implemented stochastic-local volatility model (SLV)

08 August 2010

Extended exotics coverage

10 May 2010

Introduced forward premium pricing

04 March 2010

Added 30+ options strategies

About Volmaster

A New Generation of Financial Software, Delivered as a Service

Volmaster brings to the market community a new pricing paradigm. No more black-boxes. No more questionable price adjustments.

Zero-cost Infrastructure: No Servers Required, No Installation, No Set-up.

Volmaster allows the financial community to perform the transition into a stochastic volatility world without the massive investments in hardware and human capital required by in-house solutions. Always available, automatically updated. Just connect your pc to the internet and login!

By following the business model of software-as-a-service (SaaS), Volmaster delivers a fully functional solution to your desktop at a fraction of the typical cost. Volmaster is not simply a browser tool, but a virtualized and sandboxed Windows application running in your desktop. Volmaster  can be integrated with your existing infrastructure, by connecting to STP solutions, streamlining the daily business and avoiding manual bookings.


Volmaster's breakthrough techniques are largely model-independent. Volmaster can implement new models by just providing a mathematical description of the stochastic processes, without re-coding all option classes for a particular model. The implementation of a new model propagates to all option classes automatically. As a result, Volmaster can evolve with progresses in academic research and apply new models in a very short time-frame.

Volmaster's internal open architecture can price virtually any contingent claim in the desired stochastic volatility model, including user-defined option classes. Therefore, Volmaster can help innovative firms to reduce significantly the time-to-market of new financial products.

Due to its expandability both in terms of pricing models and in terms of exotic coverage, Volmaster is a future-proof pricing tool that can satisfy the needs of the market community for future innovations of financial models and future generations of exotic options.


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