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