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Business Topics

- Risk Controlling

- Pricing/Trading

- Asset-Liability-Management

- Market Data


Benoist & Company offers the following products

Volatility Interpolation Tool VIP
Whereas most vol interpolation routines use only financially unmotivated inter- and extrapolations (linear, spline, constant), VIP generates the first arbitrage free price and volatility surfaces considering all no-arbitrage conditions from financial mathematics.

Strategic Asset-Liability-Management SAM
While classical ALM considers next years projected assets and liabilities, this strategic ALM tool is based on a multi periodic optimization  of the firm value under objective functions adapted to the group-specific steering mechanisms.

Dividend Tool DITO
Whenever consensus dividend estimations are not good enough for your coverage, DITO will generate your custom trust and age weighted dividend estimations. Implied dividends on real time option prices fill in the short term dynamics to lay an optimal basis for derivative pricing..