Exhibitors
Vola Dynamics LLC
Profile
Vola Dynamics is the market standard in options analytics. Over 50 of the world's most sophisticated banks, hedge funds, and prop shops, including Man Group, Capstone, and Squarepoint, run their core pricing, risk, and scenario workflows with Vola. The library fits arbitrage-free volatility surfaces across all asset classes, prices vanillas and exotics, models implied borrow and dividends, and computes full Greeks. Our parametric curve family is flexible enough for the most liquid names, yet robust on sparse data and illiquid names.
