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A2A Develops Comprehensive Risk Management Solution for Energy Markets

“When you deal with numbers all day and work with sophisticated analytical models, having an integrated environment is invaluable. With MATLAB we visualize data, conduct back-testing, and plot graphs to see the results of changes we make, all in one environment, and that saves time.” —Simone Visonà, A2A

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Financial Derivatives Toolbox

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Description

Creating Portfolios and Hedging Strategies

Financial Derivatives Toolbox provides functionality for pricing portfolios and applying hedging strategies. You can:

  •     Create and manage portfolios that include several types of financial instruments
  •     Calculate the price and sensitivities for each instrument and the total portfolio
  •     View the results either numerically or graphically
  •     Define a hedging strategy using selected instruments within a portfolio to achieve a target sensitivity or cost

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Hedging strategy developed in Financial Derivatives Toolbox.

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