Pricing & Valuation
Chicago Board Options Exchange Readies Customized Option Pricing Service
Market Data Express (MDX), an affiliate of Chicago Board Options Exchange (CBOE), will launch the CBOE Customized Option Pricing Service (COPS) next week.
Pricing Providers Prepare For IFRS 13
A more sophisticated definition of fair value pricing under a new international standard taking effect January 1 requires providers to tie together more details in their services
Startup iPerform Data Bows Near-Real-Time Bond Pricing
More frequent pricing will create greater transparency for traders and index providers, officials say.
Numerix Adds Derivatives Modeling Framework for Trading Desks
The firm's CrossAsset Integration Layer (CAIL), based on its current analytics platform, will allow users to build custom interfaces for listed, exotic, and structured products.
FXall Adds Three Banks for Options Pricing
FXall, the Thomson Reuters-owned foreign exchange (FX) platform, has announced the addition of JPMorgan, Morgan Stanley and Goldman Sachs to its Multibank Options offering.
Wells Fargo Exec: Some Hedge Funds Uncomfortable With Vendors' Evaluated Prices
A valuations executive at the fund administrator told delegates at this week's Frankfurt Financial Information Summit that although pricing and valuations vendors believe they have become much more transparent, some hedge funds are still not comfortable…
Frankfurt Summit: Panel Cites Data Quality, IT and Client Confidence as Valuations, Pricing Challenges
Reliable data, technology, models and trust are key issues for users and providers of evaluated prices
KLP Asset Management Chooses Quantifi for Interest Rate Derivatives
Nordic investment management firm KLP Kapitalforvaltning AS (KLP Asset Management) is using Quantifi's technology for risk management and the pricing of interest rate derivatives.
James Brearley Selects SIX for Data
UK firm taps SIX FinancialInfo to provide pricing and reference data