Caterpillar, the US-based manufacturer of construction machinery, has bought the SuperDerivatives system for pricing foreign exchange options.
Author: Felix Haddow-Allen
Source: Risk magazine
| 01 Dec 2003
Topics: Technology, Xerox, David Gershon, SuperDerivatives, Alcatel, Ford, IBM
Updating your subscription status
Access your premium magazine online
Sign up in 2 minutes
and immediate access to premium content.
Click on one of the following publications to get started:
Every week our editorial team deliver a range of email bulletins to ensure our readers know what is happening in their markets around the world.
This report covers the specific technologies required for firms to improve their ORM processes.
This white paper looks at the Basel Committee's BCBS239 principles, also known as PERDARR (Principles for Effective Risk Data Aggregation and Risk Reporting), which comes into force from 1 January 2016.
9th-12th June, London
Cyber Risk Europe
Quant Congress USA
New York, 29 & 30 April 2015
New York, 8 May 2015
New York 6 & 7 May 2015
Risk iPad and iPhone Apps
Click here to see our full portfolio
Register for regular alerts to receive up to date news directly into your inbox
Has the industry got FVA wrong?
Three quants claim the standard approach to FVA is flawed and the resulting numbers are often much too high (see www.risk.net/2402050 and www.risk.net/2392762). Their views have some support, but what do you think?
© Incisive Risk Information (IP) Limited