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an FSS - Financial Systems Software company Office

Warnford Court, Throgmorton Street


+44 20-7935 2733


Dr Mamdouh Barakat
[email protected]

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 in-house solution with world-beating …


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 which the participants are struggling. MBRM are pioneers of …

@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 rate futures) and shares (including constant dividend streams and discrete dividend payments). …

@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 & discrete dividend payments). Windows Barriers also supported (up …

@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, Floors, Corridors, Digitals. The approach …