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Please note: This content has moved permanently. If you haven't already been taken to the new location, click here.

Model Validation
  • Applying the latest mathematical techniques and algorithms to verify specific models adopted
  • Multi-disciplinary quantitative team (numerical analysis, data-mining, time-series and optimisation)
  • Independent opinion/advice for risk management
  • Combination of academic research and many years of experience in developing industry-standard pricing/risk tools 

Some of our recent work includes:

  • validating exotic options pricing models for a foreign-exchange trading desk
  • evaluating pricing models with local volatility surfaces 

For further information, please e-mail us at: risk@csiro.au

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last updated September 24, 2004 11:53 AM

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