Accurate options pricing for all
In 2000, David Gershon left his job as global head of exotic options at Barclays Capital to found a new company called SuperDerivatives. He had one simple aim in mind: to make the accurate pricing of options available to more market players, and to thereby grow the options market.
At that time, accurate pricing of options could only really be found in the inter-bank market, based on the trading activities of a handful of experienced options traders and quantitative analysts. But most of the
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