Derivative Pricer

We regularly undertake valuation assignments of derivatives (vanilla and complex structures) for our clients. Our valuations are accepted by all the large auditing firms and we have been called upon to testify and assist in dispute cases arising from losses involving complex derivative structures. Since 2009, we have provided our expertise in over a hundred derivative dispute cases.

We provide valuation expertise in the following broad areas:

Please contact us to entail our services for pricing of derivatives.