SuperDerivatives gives liquidation price of portfolios

Derivatives pricing provider SuperDerivatives will provide the liquidation price, or exit price, of all derivatives held within clients’ portfolios.

The firm will use its benchmark model for bid and ask prices to calculate the liquidation price for all types of financial portfolios, including those that contain OTC derivatives.

“Today’s financial crisis has proven that none of the available models, or ‘standard analytics’, can be used for universally calculating the fair value of options – and t

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