By taking advantage of the computational power of GPUs, the Q-GPU library could be 40 to 100 times faster on callable structures than a library running on CPU.
Stochastic Volatility added to HJM and BGM multi-factor models to better calibrate the volatility smile.
All ADS libraries and software are now Cross-Platform (Windows, UNIX).
A flexible and C-like scripting language was implemented to describe any type of deal.
Dynamic simulation for model validation and stability checks of numerical algorithms.
The scripting language use has been extended to running all kind of risk reports.
A comprehensive P&L explanation platform integrated in DS.
The scripting language has been extended to compute the CVA of any type of deal.
Advanced Derivatives Solutions provides leading investment banks, brokers, hedge funds and asset managers with a comprehensive risk-management advisory and implementation service across a wide range of derivative asset classes.
