FINCAD Solutions

Equity Derivatives Coverage

Advanced Equity coverage includes exotic and vanilla options (i.e. Asian, cliquets and multi-asset), total return swaps and volatility instruments. Uses local and stochastic volatility models as well as log-normal and normal models.

Whether you are a trader, risk manager, corporate financial analyst, treasurer or auditor, the FINCAD Analytics Suite for Excel option models provide the functions you need to manage your equity portfolio risk including warrants, employee stock options and index options. It gives you the power to do all of your analysis on a spreadsheet with the option of using our professionally designed and developed workbook solutions.

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Equity Coverage:

EXOTIC AND VANILLA	OPTION STYLE
Asian Average strike Double average Forward start Chooser Compound Lookback Power & quotient Quanto Spread Barriers: Single Double Quanto Cliquets Napoleon Binary Multi-asset baskets Mountain ranges Altiplano Himalaya Reverse Convertible Notes Auto-Callable Notes	American Bermudan European
	VOLATILITY DERIVATIVES
	Variance Swaps Conditional Corridor Capped / floored Volatility swaps Variance Options
	OTHER EQUITY DERIVATIVES
	Forwards and futures Employee Stock Option (ESO) Warrants – various structures Convertible bonds Vanilla and user-defined deal Total return swaps
MODELS & METHODS	UTILITIES
Black-Scholes Local Volatility Stochastic Volatility SABR Heston Binomial Trees PDE's Monte Carlo	Implied calculations Volatility, strike, rates, etc. Goal seek on any parameter Cash flow functions Dividend to yield conversion Ability to Implement single rates or curves Take in discrete dividends or yield Graph the volatility surface (smile, skew)

Download a more detailed list of Equity coverage (57KB PDF)

Equity Derivatives Coverage

Equity Coverage:

EXOTIC AND VANILLA

OPTION STYLE

VOLATILITY DERIVATIVES

OTHER EQUITY DERIVATIVES

MODELS & METHODS

UTILITIES