Delta Suite

Delta Hedge’s leading-edge visual analysis and simulation methods, enable traders, risk managers and financial engineers to perform real-time hedgings, graphical calibrations, and visual what-if scenarios consistently for all financial instruments. Simply drag and drop any point on the graphical surface and thereby change the underlying characteristics of each simulated instrument in real-time.

The powerful visualization methods draw on latest results in computer graphics research and combined with state-of-the-art methods from advanced mathematics and IT, giving Delta Hedge a competitive edge in visual analysis for the financial industry.

The visual analysis toolkit can be applied in manifold ways, including, but not limited to:

What-if analysis of structured instruments, complex and large books and portfolios, for risk managers and traders / hedgers
Graphical Dynamic Hedging (GDH), yielding real-time “best hedge” proposals to be displayed automatically by the system
Graphical simulation and interaction, where the behaviour of portfolios or structured products can be viewed e.g. in the form of a movie
Calibration of a volatility & correlation surfaces: Easily calibrate volatilities and correlations graphically and make them available in a central database for further use.
Visual analysis of prepayment risks and default risks: The visual analysis innovations may also be used to visualize time patterns of prepayment risks (for example, for Asset-back securities) or credit defaults (for example, timing of defaults in CDOs).
Graphical support for hedging costs-based pricing