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| Financial Modeling & Research |
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| Working
closely with your organization, our team can develop models for a
wide range of financial instruments, including |
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Interest
rate modeling |
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Option
pricing models |
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Single
asset options |
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Multi
asset options |
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Exotic
option |
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Fixed
income |
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Currency |
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Stock
price models |
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Futures
and forward contracts |
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Risk
analysis (Value at Risk modeling) |
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Simulations
(Monte Carlo simulations) |
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| Aurora
can also establish and manage an offsite research team which can
truly be an extension of your in-house research department. This
outsourced service can provide the following types of activities: |
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Develop,
test and execute complex financial engineering models. |
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Execute
existing models and provide analysis of the results |
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Modify,
test and execute existing models and analyze their results. |
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| Other Services that can be outsourced to Aurora |
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Secondary
research |
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Data
mining and analysis |
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Custom
software development |