REMTCS Quantitative Analytic Modeling
Quantitative Analytic Systems (QAS) applies quantitative mathematical models to evaluate volatilities and correlations between asset classes in a real time, multi-currency environment.
Financial asset pricing models cover and cross over the debt, equity, foreign exchange, credit, and derivative markets. The models have wide ranging applications from arbitrage, hedging, synthetics attribution analysis, portfolio rebalancing, risk measurement, to accounting and financial control.
OAS delivers, installs and supports analytic models for
b) risk management
c) hedging and securities decomposition
d) exotics including credit derivatives.
The entire QAS Calculation and Analytic Library is modular by design, and becomes plug and play and conform to industry standard convexity, volatility curves and indexes. All models are available with GUI front end development in Visual Basic Professional™ and a DOE into Microsoft Excel™.
Clients have the option of choosing the analytic models from the OAS Financial Library, as well as the time-frame to install the models. Additional customization according to the client’s specification can be accommodated.