Financial Engineering is a growing market in which are continuously created new different types of contracts that private companies need to evaluate and hedge.

Fermat Consulting develops advanced user-friendly modeling tools for the pricing of any type of financial derivative contract, including complex interest rate sensitive, equity-linked, inflation-linked, credit-linked, commodity-based instruments.

Our financial modeling tools allow the user to develop from scratch new derivative contracts, evaluate them, and assess their risk, quickly and without writing any line of code. Cash-flows structures, dependencies and optionalities are easily described in a friendly visual environment. Several models for the underlying stochastic processes are considered and the valuation algorithms are automatically generated by the software.

We also deliver pricing routines to be embedded into financial front office valuation systems, as we can either use our financial modeling tools, with their code-generation features, or write pricing routines directly, targeting the most used programming languages.