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Sample and Current Consulting and Research Projects 

Please find below a list of both "sample" consulting/research projects and current consulting/research projects.  In addition to the general consulting, we also offer the ARBLab Services for holding period P&L/risk analysis.    

Please keep in mind that these as all Consulting/Research projects are fee based, though ART also provides "free" research via our ARTicles.

A few "sample" consulting/research projects

Equity Index Upside Participating Options: a comprehensive analysis of "protected" structures for a medium size hedge fund with particular interest for application to private client business. Request More Information

VaR Methods and Policies: a thorough and in-depth analyses of risk management systems and process for a large well know international investment bank.  The project included model verification of pricing and risk measurement calculators, as well as a comprehensive assessment of VaR methods and policies. Overview  Request More Information

Risk/return characteristics of highly structured CB derivatives: analysis of both  directional and arbitrage trading implications for vanilla and complex CBs for a large European bank. Request More Information

Co-integration and VaR: review and analysis of co-integration as applied to VaR for a large international investment bank. Request More Information

A few Current consulting/research projects

Passport, Managed Funds, and Real Options: analysis of theoretical and "real-world" consistent approaches to assessing investment strategies, valuation and portfolio risk management of Passport options, Options on Managed Fund, and Real options. Overview  Request More Information

 

 

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Last modified: July 25, 2011