30-04-10: Fermat is technical advisor of Lehman Brothers (under Chapter 11 reorganization) in litigations on financial derivatives transactions.
15-04-10: Fermat entered in an Partnership with Canonical Software and is committed to officially support Fairmat Academic for Ubuntu Linux.
13-04-10: Fermat has been engaged by Sigla Srl to assess the appropriateness of interest and other expenses they charge on loans in compliance with Italian anti-usury law and to test their hedging policies for derivatives transaction according to IAS 39.
12-04-10: Fermat has engineered and published on the Fairmat website the "Pelsser" squared gaussian model for interest rate modeling. (see plugins area on Fairmat website)
09-02-10: Fermat has created and published on the Fairmat website the “Lattice” open-source plug-in for Fairmat. The plug-in has mainly a didactical aim, and enables Fairmat to price options by using binomial lattices. (download Lattice plugin on Fairmat website)
01-01-10: Cattolica Information Tecnology Service has bought an annual license of Fairmat Server.
27-10-09: Fermat is developing an analysis tool for Cattolica Assicurazioni to meet the Consob requirements described in "Quaderni di Fainanza N.63, A quantitative risk-based approach to the transparency on non-equity investment products", and the "Comunicazione n.DIN/DSE/9025454 of 24-03-2009".
01-10-09: Fermat has developed and published on the Fairmat website a set of open-source plug-ins for the Fairmat platform. The plug-ins implement the Dai Singleton model, the Hull and White and the Heston models. (see plugins area on Fairmat website)
02-03-09: Fermat introduces the Fairmat project, a tool with the aim of beeing used both from students, academics and practicioners, with the objective of increasing transparency in how derivatives products are designed and traded. (see Fairmat website)