We are a boutique financial service firm specializing in quantitative analysis, derivatives valuation and risk management. We combine the power of traditional structured finance with modern high performance computing in order to deliver unique solutions to our customers. Our clients range from asset management firms to industrial, non-financial companies. Our services include:
DERIVATIVE VALUATION
Valuation of financial derivatives such as convertible bonds, mortgage backed securities, variance swaps, credit default swaps, collateral debt obligation
Development of Monte Carlo valuation model to value executive stock options and real options
Yield curve construction (LIBOR, overnight index swap, cross currency) in various currencies
Development of a structural credit model for determining corporate credit spreads and probabilities of default
Implementation of advanced derivative pricing models
Independent Price Verification
General derivative valuation services
RISK MANAGEMENT
Risk analytics for derivatives books such as calculation of the Greeks, Value at Risk
Validation of risk management models such as Economic Capital, IFRS9
Implementation of advanced options pricing models: stochastic volatility, local volatility
Development of multi-factor stochastic models for volatility and commodity related products
Design and implementation of database for financial data and analytics
Developing trading and hedging strategies for equity and commodity portfolios
General quantitative analysis services
Company Details
- Employees
- 6
- Address
- Harbour Sq, Toronto,canada
- Industry
- Financial Services
- NAICS
-
Finance and InsuranceMonetary Authorities-Central Bank
- Website
- https://harbourfronts.com/
- Keywords
- Follow.
- HQ
- Toronto
Harbourfront Technologies Questions
Harbourfront Technologies's website is https://harbourfronts.com/
Harbourfront Technologies's LinkedIn profile is https://ca.linkedin.com/company/harbourfront-technologies
Harbourfront Technologies has
6 employees.
View email and phone details for 6
employees at Harbourfront Technologies.
Harbourfront Technologies's industry is
Financial Services
Harbourfront Technologies's top competitors are
Active Digital Asset Management,
Balyasny Asset Management L.p.,
Susquehanna International Group,
Prmia - Professional Risk Managers' International Association,
Pwc,
Optiver,
Agora Data, Inc.,
Nn² Capital,
Ey,
Risk Free Capital Management.
Harbourfront Technologies's categories are Financial Services
