Some of our pricing solutions:

• Using Priceworx to price American options, using Tree methods.
  
  
• Summary of approaches for doing vanilla European or American options.
  
  
• Click here for an article on a summary of the approaches to the SABR model for equity derivative smiles.[pdf]
  
  
• Click for an article on possible approaches to the valuation of employee stock options.
  
  
• We discuss the Anglo Platinum preference share issue, and how it can be treated as a convertible bond.