Financial Engineering Associates

ProStorage™

ProStorage™ is a gas storage valuation and optimization tool jointly developed by FEA and HOC. ProStorage is an enterprise application which integrates trade data, market data, and pricing analytics seamlessly into a single user-friendly application.

@ENERGY®/Storage

@ENERGY®/Storage is a set of Microsoft® Excel add-in functions that values storage contracts and provides additional results useful for storage management. Typical users are producers, marketers or traders of natural gas, power generators and storage providers. Typically users of @ENERGY/Storage are operators of storage facilities who want to maximize their value. The model enables users …

VaRworks®

VaRworks® is a set of Microsoft® Excel add-in functions that performs Stress Testing and calculates portfolio Value-at-Risk (VaR) using four different methodologies (Monte Carlo, Historical, Extreme Value Theory, and Analytic VaR). VaRworks also provides cash flow maps, VaRdelta®, and Component VaR for a portfolio of cash and derivative instruments. VaRworks also calculates hedge effectiveness as …

@ENERGY®

@ENERGY® is a set of Microsoft® Excel add-in functions that values derivative instruments used in the power, natural gas, oil, coal, metal, and soft commodity industries. Typical users are traders, risk managers, gas and power marketers, utilities, industrial firms, brokers, and auditors. Every aspect of @ENERGY is specifically designed to handle energy market derivatives. @ENERGY/Basic …

StructureTool

StructureTool is a simulation based tool designed to compute values and hedge statistics of user defined exotic and structured products. StructureTool allows users to specify arbitrary payoffs for portfolios containing everything from vanilla options to complex structured products.