Purpose Equity Options
Users
bulletMoney Managers
bulletPlan Sponsors
bulletAsset Consultants
Cost Approx GBP 3,000 - 6,000 pa plus one time fee
Supplier Monis

The global standard for pricing,  hedging, modelling and risk managing convertibles and other equity linked securities

bulletgreat analytics library, rigorously modelling equity, interest rates and credit risks
bulletcomprehensive instrument and feature coverage, including exchangeables/mandatories/hybrids and equity resets
bulletcovers Convertible Bonds, Convertible Prefs, DECS/ACES/SAILS/PRIDES/STRYPES, ELKS/YEELDS PERCS/CHIPS/SHIELDS/YES, LYONS, Warrants, Options
bullet3 factor model available
bulletLots of user friendly performance output including traditional Greeks, unique Greeks, parity, running yield, conversion premium, yield advantage, break-even
bulletvery flexible and easy to use, including Dynamic-Link Libraries and ActiveX components PLUS a user friendly add-on interface
bulletcomprehensive data and daily market prices
bulletcomprehensive data-handling middleware
bulletcomplete support and documentation
 

quant shop pty ltd