MBRM - MB Risk Management

Company Products

Show me products in:    
Consultancy service
MBRM provides source code and analytical consultancy to integrate its technology into existing in-house systems. This provides an alternative to either developing the software in-house, or buying in a potentially inflexible third party system. By sharing its analytical techniques with many clients, MBRM can assist you in building a low cost...
Training
MBRM provides customised risk management training which uniquely combines analytical excellence with technology solutions, at either their or the client’s premises. This would be tailored to the participants’ backgrounds, whether they are traders, technology or internal audit professionals. This could include solving real life problems with...
@UNIVOPT - Universal Options Add-in (Version 10.0.06)
The options add-in calculates option prices and implied volatilities using the Black, Black Scholes, Garman-Kolhagen, Cox-Rubinstein (binomial) models, as well as proprietary models for normally distributed underlying instruments. UNIVOPT handles European and American style options on bonds, commodities, currencies, futures (including 3M interest...
@UNIVEXOT - Universal Exotics Add-in (version 10.0.06)
Calculates prices, sensitivities & implied volatilities of Exotic options, including Average price (Asian), Barrier & double Barrier (Knock-out & Knock-ins), Quanto Basket Asian options, Digital, Compound, Contingent, Ladder, Lookback & one & two Touch options on bonds, commodities, currencies, futures & shares (including constant dividend streams...
@UNIVSWAP - Universal Swap Add-in (10.0.06)
UNIVSWAP is an interest rate and cross-currency swap add-in. It builds a No-Arbitrage term structure model for interest rates & volatilities (using mean reversion) from any combination of bonds, swaps, bills, deposits and/or futures. This term structure is used to consistently price instruments, including Bonds, Swaps, FRAs, IRGs, Caps, Collars,...