INTERMARK EXOTICS 

The Exotics Kit add-in calculates price for exotic options using both a flexible proprietary Monte Carlo Simulation algorithm and a closed form solutions model. The system can also compute forward price of scenarios for underlying instruments for stress testing positions and/or to evaluate non-standard exotics. It also calculates sensitivities, such as Delta, Gamma, Kappa (Vega), Rho, Theta and Theta2. A flexible approach allows the users to change the number of steps and the number of simulations for Monte Carlo model. The models take account of constant and/or discrete dividend payments when calculating the values. This enables the users to produce pricing matrices, risk return profiles for either individual or portfolio of exotic options. 

The Exotics Kit add-in calculates values for the following exotic options: Asian (unseasoned) Asian (seasoned) Down-and-In Up-and-In Down-and-Out Up-and-Out Contingent Lookback Compound Ladder 

The Exotics Kit can be incorporated with the Intermark Options, Zero, Yield and Swap add-ins. This provides users a powerful toolkit to create complex models combining bonds, bond futures, options and swaps. 

For more advanced Exotics Options see Advanced Exotics Upgrade

    Intermark Swaps
    Intermark Zero   
    Intermark Exotics   
    Intermark Options   
    Intermark Yield  
    Advanced Exotics  
    Local Volatilities  
    Special Offer  

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