SuperDerivatives to introduce equity derivatives pricing system

“We could bring it out at any time,” David Gershon, chief executive of SuperDerivatives, told RiskNews . “We are extremely confident that the model will work and are looking to formulate a strategy for releasing it.”

Gershon said SuperDerivatives would seek to emulate its currency options pricing system rollout, which started in 1999. The new pricing system will be aimed at the biggest users of equity derivatives, including banks and corporates. “Not many banks have developed a system that works - no more than five,” claimed Gershon.

The company also outlined the possibility of moving into the commodity, energy and interest rates markets at some point in the future, although it said developments in these areas were still at an early stage.

SuperDerivatives also said it has upgraded its existing currency pricing system to speed up the pricing of common trade structures. Among the new features, text can be inserted into the strike field to describe the desired strategy. This enables dealers to access prices for different option delta levels much quicker than before.

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