Equity Derivative Software
Resolution's software ResolutionPro comes with a full suite of models for the pricing of equity derivatives to support front-office trading, risk management and hedge accounting.
ResolutionPro is a collection of simple, easy to use functions and calculators for the valuation and risk management of equity derivatives . All functions are fully documented and accompanied by a series of comprehensive examples that set out all of the relevant intermediate results. Models are available for use in Excel or to be integrated within other systems.
Equity Options
- Suitable for stock options and index options
- European, Bermudan and American options
- Pre-built option calculators
- Full range of option sensitivities ("Greeks"), delta, gamma, theta, vega and rho.
- Associated functions for implied volatility, implied spot, and implied strike
- Dilution adjustment for warrants and executive stock options (ESO)
- Ability to incorporate discrete and continuous dividends
- Shipped with a set of useful Excel templates that provide examples of how the functions should be implemented
Equity Option Models Supported
- Black Scholes
- Black Scholes - Discrete Dividend
- Black Scholes - Warrants
- Black '76
- Generalized Black Scholes
- Roll Geske Whaley
- Binomial ( Cox Ross Rubinstein )
- Trinomial
See the full details of ResolutionPro's Option module.
Equity Exotic Options
Resolution has support for a wide range of Exotic options that support features common in the equity markets including Quantos, FX-Linked, Cliquet and Barriers.
Types of exotic options that Resolution supports:
- Asian options
- Single barrier and double barrier options
- Digital (binary) options
- Digital barrier options
- Chooser options
- Lookback options
- Extendible options
- Options on multiple assets
- Ratchet Options or Cliquet Options
- Spread options
See the full details of ResolutionPro's Exotic Option module.