Murex to supply clients with Reech Capital derivatives models

Murex plans to integrate parts of Reech’s 'Real' (Real Analytics Library) suite of derivatives modelling software onto its trading and processing platform, Mx G2000. London-based Murex said it has already integrated one of the Real models, the advanced FX stochastic volatility model, onto its system. A spokeswoman for London-based Reech said Murex is paying a set fee for access to the library of models.

Maroun Eddé, chief executive of Murex, said he was keen to link up with Reech Capital because of its proven track record in advanced analytics and to address the strong market demand for more accurate methods of pricing exotic FX options. “Our relation with Reech may extend later to other models from the Real suite,” Eddé added.

Only users who have a paid subscription or are part of a corporate subscription are able to print or copy content.

To access these options, along with all other subscription benefits, please contact info@risk.net or view our subscription options here: http://subscriptions.risk.net/subscribe

You are currently unable to copy this content. Please contact info@risk.net to find out more.

Next-generation technologies and the future of trading

At a Risk.net webinar in association with capital markets technology provider Numerix, panellists discuss the potential for increased adoption of the public cloud to boost investment performance, its impact on risk management and overcoming barriers to…

You need to sign in to use this feature. If you don’t have a Risk.net account, please register for a trial.

Sign in
You are currently on corporate access.

To use this feature you will need an individual account. If you have one already please sign in.

Sign in.

Alternatively you can request an individual account here