Started in 1979 by academics and computer specialists seeking to develop easy to use cutting edge software.  With offices in London and New York, Monis is the largest independent supplier of option pricing products in the world.

Products can run as an Excel add-in, or using dll's as part of a much larger system.

The products cover:

Convertibles - the global standard for evaluating Convertible Bonds, Convertible Prefs, DECS, ELKS, PEPS, PERCS, LYONS and other equity linked securities

Equity Options - the global standard for evaluating the widest range of option types including Bermudan, Asian, Barrier, Path-dependant, compound and many others.

Generalised Monte Carlo - For those wanting even more power in path dependant options that enables you to price and hedge virtually any type of option including Basket Options with 100+ assets, Corridors, Fluffy Barriers, and Quanto Cliquets.

Interest Rates - the global standard for pricing, hedging, modelling and risk managing Interest Rate derivates instruments and portfolios including Caps, Floors, FRA's, IRG's, Swaps and Swaptions as well as a whole range of exotics

Wizard - easy to use innovative portfolio mini-system for structuring, valuing and hedging a range of Equity
and Currency options. 

For more information visit the Monis Web site on

www.monis.com

 

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