KYOS offers specialized advise on trading and risk management in energy markets. Our expert team has years of experience in quantitative modelling and advisory services in commodity markets. Our sophisticated solutions are developed to support decision making, investment proposals and risk calculations. KYOS has a clear focus on the following areas: Products, Consulting and Training.
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KYOS developed software to calculate the value and greeks of exotic options. The pay-off structures include:
For all option types the following parameters are available:
The calculation of the option values is done with closed form formulas and/or with Monte Carlo simulations.
Commodity Trade & Risk Management System | Hourly power forward curve | Realistic price simulations | Option valuation | Value-at-Risk | Risk Management Consulting | Risk Management Training Courses | Publications Risk Management