PROPRIETARY LOCAL VOLATILITY MODEL

Our Local Volatility model is the only actual model that has proven to be effective and stable in real world situations. It has been tested against a variety of data and produced consistent, accurate results. Click on the link below for more information on the model, plus links to relevant research papers and results of tests on historical data.

Local Volatilities/Finite Difference Add-In
$7,500.00 USD

• Over 20 new exotic option types
• Enhanced User Interfaces of the sample spreadsheets
• New registering methodology for easy transfer of spreadsheets across different computers
• Transparent Integration with Focus SQL Risk Management system.

All-in-One Package Only $3,000.00 per license

Telephone Support:
Free three months of telephone support included in all licenses.

Extension to one year is available for $399.00 USD.

Discounts and Site License:
Significant discounts are available for more than 5 users and for site licenses. Please call for pricing.

Payment with Order:
Credit cards and foreign currency checks accepted. Approved credit accounts are due within 30 days.

All orders subject to Intermark Solutions' standard terms.
(Available upon request.)

Products are licensed on an outright agreement sale basis and not a trial basis.
(Available upon request.)

For Ordering information, you may go to our information and sales area, or call :

New York Phone: +1 (212) 223-3552 Fax: +1 (212) 421-6608

Moscow: Phone: +7 (095) 105-3385

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