The Simulator is a AI-powered web-based platform that allows users to simulate and analyze the performance of complex derivatives structures.
Try Out GMSOur research focus is the computational machinery for exotic risk. The GMS platform serves as a research sandbox for exploring solutions to the non-linear pricing dilemma in emerging markets.
Modeling bespoke hedging instruments (Collars, Forwards, Swaps) using advanced numerical methods to generate precise pricing simulations and synthetic term sheets.
Researching synthetic mirror-trading workflows to simulate how institutional players can transfer and manage market risk in illiquid environments.
Experimenting with high-speed computation of higher-order Greeks (Gamma, Vega, Volga) to simulate automated risk-neutral hedging strategies for regional banks.
Our research explores deep learning applications for high-dimensional Greek calculation, fast implied volatility surface estimation, and risk decomposition.
Researching real-time calibration methodologies for illiquid emerging market corridors.
Developing probabilistic simulations to model portfolio performance and tail-risk under market stress.
Constructing an extensible library of configurable derivative models for academic and industrial research.
> Input: USDJMD Spot 157.20
> Vol Surface: Interpolating Spline
> Implied Vol (ATM): 12.4%
> Implied Vol (25D Put): 14.1%
> GREEKS CALCULATED: