Experts in energy modeling, consulting and training!

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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    KyOption - Financial Option Valuation

    KyOption software calculates the value and greeks of (exotic) spread options. The pay-off structures include:

    • plain vanilla calls & puts
    • cross-commodity (outperformance options, including timelag)
    • digital options
    • lookback options
    • asian options

    Financial option types

    For all option types the following parameters are available:

    • Tenor in days
    • Asianing (pay-off depends on price levels on multiple days, not just one day). The user is able to define different intervals of time.
    • Currency, including EUR, USD, GBP
    • Quanto/Compo
    • Forward starting, i.e. starting at a later date

    The calculation of the option values is done with closed form formulas and/or with Monte Carlo simulations.