Volmaster 

The ultimate pricing platform for FX derivatives.
Fastest and most accurate native SLV pricing software.

Request a free trial today!

Latest News

16 Nov 2017

Volmaster has entered into a strategic business relationship with Thomson Reuters. Volmaster FX Pricer App integrated into Eikon flagship platform.
Press release

12 Aug 2016

Volmaster FX used as a hands-on pricing platform in London Financial Studies (LFS) Exotic Options courses.
Scheduled courses for 2017

19 Jul 2015

Granted a patent concerning the pricing of arbitrary instruments (via payoff-scripting) on arbitrary models (SLV and others).
Read more...

22 Feb 2014

Released Volmaster API and integration tools.
Read more...

15 Jun 2013

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

20 Mar 2013

Implemented SLV+J pricing model (hybrid stochastic-local volatility + jumps).

13 Oct 2012

Deployed Simulation Tools.

5 Apr 2012

Introduced user-defined pricing templates.

08 Jun 2011

Released traffic/RFQ system.
Read more...

27 Mar 2011

Introduced quadratic payoffs and variance swaps.

13 Nov 2010

Implemented SLV pricing model (stochastic-local volatility).

04 March 2010

Added pre-defined option strategies.

About Volmaster FX

Now available also on Thomson Reuters Eikon platform

Volmaster has released a new edition of its acclaimed VolMaster FX Pricing App, available to users of Thomson Reuters flagship Eikon platform:

A New Generation of Financial Software

Volmaster brings to the market community a new pricing paradigm, based on transparent and academically-backed models and capable of unrivalled speed, performance and accuracy. No black-boxes. No questionable price adjustments.

Volmaster implements several high-end features, while maintaining a simple and intuitive user interface:

Zero-cost Infrastructure: No Servers Required, No maintenance.

Volmaster allows the financial community to perform the transition into high-end stochastic volatility pricing without the massive investments in hardware and human capital required by in-house solutions. Deployed as an on-line tool over the internet, it is always available and 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.

Future-Proof

Volmaster delivers a unique pricing technology that is several order of magnitudes faster than traditional pricing methods. As our brekthrough methodology is model-agnostic, Volmaster can implement new pricing 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 instrument coverage, Volmaster is a future-proof pricing platform that can satisfy the needs of the market community for future innovations of financial models and future generations of exotic options.

 

Top  |  Copyright © 2017 Volmaster  |  Terms of Use  |  Privacy Policy