Equities
Black Scholes Equity - Classical Black & Scholes equity option derivative showing fixed interest and volatility curves and an average dividend yield.
Interest Rate Swaps (IRS) – Exchange fixed and floating interest rate payments to manage rate exposure.
Forward Rate Agreements (FRA) – Contracts to lock in future interest rates, mitigating rate volatility.
Interest Rate Caps – Limits the maximum interest rate payable on a floating-rate loan or security.
Interest Rate Floors – Establishes a minimum interest rate level, protecting against rate declines.
Interest Rate Collars – Combines a cap and a floor to hedge within a specific interest rate range.
Swaptions – Options granting the right to enter into an interest rate swap at a future date.
Commodities
Interest rate derivatives are financial instruments used to hedge, speculate, or manage exposure to interest rate fluctuations.
Interest Rate Swaps (IRS) – Exchange fixed and floating interest rate payments to manage rate exposure.
Forward Rate Agreements (FRA) – Contracts to lock in future interest rates, mitigating rate volatility.
Interest Rate Caps – Limits the maximum interest rate payable on a floating-rate loan or security.
Interest Rate Floors – Establishes a minimum interest rate level, protecting against rate declines.
Interest Rate Collars – Combines a cap and a floor to hedge within a specific interest rate range.
Swaptions – Options granting the right to enter into an interest rate swap at a future date.
Credit
Credit Default Swaps (CDS) – A contract that provides protection against default on a reference asset.
Collateralised Debt Obligations (CDOs) – Structured financial products pooling various credit assets with different risk tranches.
Credit Linked Notes (CLNs) – Securities with embedded credit derivatives that transfer credit risk to investors.
Total Return Swaps (TRS) – An agreement to exchange total returns of a credit asset over time.
First-to-Default Baskets – A credit derivative that pays out upon the first default in a portfolio.
Credit Spread Options – Derivatives that allow investors to hedge or speculate on credit spread movements.
What sets Beumée Finance apart from other platforms is our ability to price all financial structures and integrate comprehensive risk management solutions. Our expertise spans five major financial markets, ensuring precise valuation, risk assessment, and strategic optimisation for a wide range of financial instruments.
For individual transactions, our risk management framework incorporates Delta, Gamma, Theta, Volga, Vanna, and exotic exposure analyses, enabling clients to manage risk with greater accuracy and confidence. Beyond individual deals, we also offer portfolio-wide risk management, employing correlation analysis and stress testing to assess exposure across diverse assets.
We provide an extensive suite of Equity, Interest Rate, Commodity, FX, and Credit financial models, covering everything from the Black-Scholes framework to advanced derivatives such as Forwards, Asian options, Bermudan options, Collateral Structures, and Exotic models—all essential for pricing, risk management, and financial structuring.
Additionally, clients have the flexibility to purchase XLL add-ins, available with or without source code, allowing for seamless integration into their existing financial systems. Our advanced modelling capabilities empower institutions to navigate market complexities with confidence, delivering precision, transparency, and efficiency in risk and financial management.
IR
Interest rate derivatives are financial instruments used to hedge, speculate, or manage exposure to interest rate fluctuations.
Interest Rate Swaps (IRS) – Exchange fixed and floating interest rate payments to manage rate exposure.
Forward Rate Agreements (FRA) – Contracts to lock in future interest rates, mitigating rate volatility.
Interest Rate Caps – Limits the maximum interest rate payable on a floating-rate loan or security.
Interest Rate Floors – Establishes a minimum interest rate level, protecting against rate declines.
Interest Rate Collars – Combines a cap and a floor to hedge within a specific interest rate range.
Swaptions – Options granting the right to enter into an interest rate swap at a future date.
FX
Black Scholes FX - FX version of Black & Scholes fx option derivative showing fixed interest and volatility curves.
Foreign Exchange Derivatives are financial instruments used to hedge currency risk, enhance liquidity, and optimise FX exposure.
FX Forwards – Agreements to buy/sell currency at a fixed rate on a future date.
FX Options – Contracts granting the right, but not the obligation, to exchange currency at a set price.
FX Swaps – Simultaneous purchase and sale of currency pairs for different value dates to manage liquidity.
Non-Deliverable Forwards (NDFs) – Cash-settled forward contracts for emerging market currencies with restricted convertibility.
FX Futures – Exchange-traded contracts obligating currency exchange at a pre-determined rate on a future date.
FX Barrier Options – Options that activate or expire if the currency pair reaches a specific price level.
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