Options & Volatility Research from Intermark Solutions

Intermark Solutions and EGAR Technology pride themselves on their continuous, cutting edge research. Not only to continuously enhance their products, but to be innovative in providing the industry with new models, research and ideas. Below is some of the work that we have been involved with.

We also are always making improvements to the core system in keeping up with the markets needs. To do so, we need to do our own research to determine the best implementation of a feature. Below are white papers for some of these.

Quantitative research and analysis

Java FX Exotics Options Calculator
Weather model for HDD/CDD swaps and options
Application of our Local Volatility Model for OEX volatilities and Fair values
Application of finite difference method for pricing barrier options.
Binary Range Options Tutorial
Pricing of Binary Range and Double KO Options.
Differences in Theoretical and Actual Prices of Double Knock-out and Binary Range FX Options.
About a finite different method for pricing of Equity Lookback options.

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