Derivatives valuation & Modeling

PureValue facilitates businesses by advising them from simple financial instruments to complex and complicated derivatives. Derivatives nowadays are an integral part of any business structure. They are typically dangerous if not taken proper expertise and careful surveillance. We have strong in-depth knowledge about all types of derivatives and can support you to deal with valuation and modeling in a profitable way. From simple Binomial models, Black-Scholes model to comprehensive simulation models we are capable to act as your valuation advisors. We are perfect in selection of appropriate derivatives models and setting of assumptions underlying them. We also provide services for derivatives valuation auditing where we can assist you in validating and value enhancement of existing models.