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Capital Markets
Derivative Valuation
Numa has been able to help numerous companies to identify, define and model the complex interactions between assets in a portfolio, and to develop strategies to monetize the value embedded in the assets. Our experienced team of professionals and expert modelers can combine provide your organization with a unique toolset to enable shareholder value growth for financial institutions.
Numa is in a unique position to validate internally developed models for valuation and risk management or design one to meet specific needs. We are able to put forward a team of mathematical finance doctorates that have a unique experience of researching, developing and implementing a wide range of models. Whether your models are the most basic Black-Scholes based models or you implement advanced numerical pricing algorithms such as lattice techniques or high dimensionality Monte Carlo solutions, our background is unrivaled in the level of expertise and experience we can apply to valuation, negotiation and validation. Our validation exercises can cover an analysis of the assumptions of the underlying assets, testing of the practicality of the resulting hedging strategies, ensuring the inputs to these models are appropriate, and testing the validity of the model in terms of price and sensitivity parameters.
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