CRZ Pricer Release 19.3.8

By | 4 March 2020

Common

  • [Bug] Some portfolio views could not be loaded

EQ

  • [New] Added equity spot contribution (real-time and historical) from World Trading Data provider
  • [New] ‘ JPM Equity spot and vols’ view now allows to specify stickiness
  • [New] ‘ JPM Equity spot and vols’ view now allows to calibrate dividends
Category: Modelling Pricing

About Franck Albert

X-Pont (1994 promotion), Franck Albert is a former exotic options trader for HSBC in Paris and BNP Paribas in London. From January 2009 to April 2016, he has been head of the quantitative fixed income risk team at BNP Paribas London, before joining CRZ Pricing as co-founder.

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