At Infiniti Derivatives Technologies
We are trying to explore uncharted territories in understanding stochastic dynamics of financial assets.
CEO of Infiniti Derivatives Services was responsible for all implementations of exotic derivatives models at Up Front, Japan for eight years. He designed models for exotic structured derivatives for Up Front Inc.’s Japanese clients. He covered all asset classes with most emphasis on Fixed Income and Hybrid Structured Derivatives.
We are a financial technologies firm that helps partner financial companies with cutting edge research in advanced derivatives pricing, hedging and trading. We also do modeling work in advanced algorithmic trading research of vanilla instruments/derivatives that includes but not limited to volatility and correlation trading, and various forms of statistical arbitrage.
We are in very advanced stage of development of a derivatives pricing model that nests both SABR and lognormal stochastic volatility model with extremely general structure of variance that includes mean reverting/non-mean reverting dynamics with normal/Heston/lognormal/ or totally general CEV variance diffusion.