How can Resolution help?

 

  • Quick and easy derivative pricing
  • Perform independent valuation for trade and risk management
  • Hedge accounting for IAS 39 / FAS 133
  • Incorporate derivative models into your existing systems
  • Speed up & assist with model validation of other systems
  • Run complex scenario analysis easily with Resolution's built-in Sensitivity Tool
  • Apply industry-standard pricing methodologies to an extensive range of instruments
  • Verify market prices

Financial Instrument & Derivative Pricing

Resolution is a company that specialises in derivative pricing. That is our primary focus, with an objective to be the pre-eminent provider of derivative pricing advice. We have developed a suite products that enable our clients to quickly, accurately and robustly price a full range of financial instruments. In addition we support these products by providing independent advice on the derivative pricing issues facing our clients.

Resolution’s flagship product, ResolutionPro, is made up of a comprehensive set of spreadsheet functions. ResolutionPro can be used to assess the fair value and risk characteristics for all commonly traded financial instruments including

  • Vanilla Options - Vanilla options on equity, FX, and commodities
  • Bond Pricing - Fixed coupon bonds, FRNs, and money market instruments
  • Swap Pricing - Zero curve construction and swap pricing
  • IRO Pricing - Interest rate options
  • Exotic Options - Exotic options pricing
  • Hedge Analysis - Tools for IAS 39 compliance; and
  • Utilities - Accrual and Data calculation, Probability & Statistics, and Rates & Discount Factors
Whether you are looking to calculate the fair value of a financial instrument, verify market pricing, or marking-to-market derivative positions for IAS39 or FAS133, Resolution’s tools help improve your day-to-day productivity by increasing your confidence in the analysis you undertake.

    Free trial

    derivative pricing software

    Testimonial

    "Resolution integrates seamlessly with Excel and has been one of the biggest quantitative advances in Asia-Pacific Risk Management's interest rate and foreign exchange modeling. It is an extremely flexible product backed up by a professional team and I endorse it to any user of financial derivatives."

    - Duncan Shaw Risk Manager & Strategist, Asia-Pacific Risk Management Limited