Equities

CLOUDRISK provides quantitative and qualitative research solutions, services and comprehensive coverage for any type of equity instrument, including the most complex structures. Our equity related services are greatly enhanced from in-house build comprehensive library of market-standard equity models and proprietary numerical methods as well as from the profound research capturing significant stock moving catalysts, shifts and inflexion points, based either on Business Model, customer Purchasing Behaviours or on the Technology Shifts.

Supported Products

  • Options
    • American & European calls/puts
    • Asian strike/dual/underlying call/put
    • Auto-callable single asset option
    • Average-growth protected option
    • Barrier up-style/down-style/double call/put
    • Barrier double digital on hit/at end/no touch
    • Best/worst-of-N asset and performance basket options
    • Chooser option
    • Cliquet call/put Option
    • Compound call/put on American/European call/put
    • Correlation basket option
    • Digital call/put one touch on hit/one touch at end/no touch
    • Equity basket call/put option
    • Fader option
    • Forward-start call/put option
    • Galaxy (swing) basket option
    • Installment option
    • Locked-return option
    • Lookback strike/range call/put
    • Mountain range baskets (Annapurna, Altiplano, Atlas, Everest, Himalayan)
    • Napoleon basket option
    • Podium basket option
    • Reverse convertible option
  • Notes
    • Booster note
    • Bull-Bear note
  • Swaps
    • Variance swap
    • Realized volatility swap

Models and Methods

  • Black-Scholes model
  • Parametric models: Andersen-Buffum, Albanese-Chen, Atlan-Leblanc
  • Heston stochastic volatility model with constant and time-dependent coefficients
  • Bates stochastic volatility jump-diffusion model
  • Local stochastic volatility model
  • Stochastic Alpha Beta Rho (SABR) model
  • Quanto equity model
  • Multi-factor BS/Dupire/Heston/Bates basket models
  • PDE methods for Asian and Lookback options
  • Analytic/tree/lattice/Monte Carlo