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GCI has extensive financial modeling capability relating to commodities and foreign exchange markets. However, our modeling goes well beyond standard option pricing, VAR analysis and Monte Carlo simulations.
By combining our understanding of complex financial structures and powerful Excel add-ins such as @Risk, FinCAD XL and VB programming, we can generate an accurate simulation of virtually any complex insurance or hedging program. These simulations provide the rigor needed to fully model and evaluate risk management programs.
We also fully appreciate that managing risk is as much about sound judgement as about numbers and models.
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