Valuation   Pricing   Risk

Fully Localized Quantitative Finance Library for Chinese FICC Derivative Market

Access the Mathema Option Pricing System
Access the Mathema Option Pricing System
CONTACT US
CONTACT US

Our Missions

Our Missions

Do you keen to have the quantitative finance library across multiple assets?

With the repad paces of current Chinese financial market, does the overseas product make you satisfactory with the quick response with various constant changing requirements?

For FICC Tech and trading teams, are they sharing the same quantitative finance library? Are they keen to know the best practice?

Fully localized, Mathema® is the solutions for the quantitative finance library across multiples assets for the Chinese FICC derivative market.

Our Solutions

Our Solutions

Full localized, Mathema® is the solutions of the quantitative finance library across multiple assets for Chinese FICC derivative market. With the Excel add-in and API, Mathema® let you deal with the challenges confidently on both technology and business perspectives.

Solutions

With know-how, Mathema® fully support the financial professionals within following areas: trading Strategy, valuation & pricing for derivatives, risk management.
Mathema® offer following core functionalities:

Trading Strategy

Valuation & Pricing

Portfolio Management

Risk Management

Interest Rates

Interest Rates

Forward Rate Agreement

Forward Rate Agreement

Vanilla Non-Generic Cross-Currency

Cancellable Caps & Floors Swaptions

European

Bermudan

Bond

Bond

Zero Coupon Bonds

Fixed Rate Bonds

Floating Rate Bonds

Floating Rate Notes

Callable Bonds

Precious Metal & Commodity

Precious Metal & Commodity

Forwards

Options

European

American

Asian

Forward Strips

Commodity Swaps

FX Derivatives

FX Derivatives

Structured Forwards

Par forwards Floor forwards

Participating forwards Cap&Floor forwards

Ratio forwards Bi-Currency forwards

Spread forwards TARF

Cap forwards

Vanilla Options

European Exotic Options

Participating forwards Cap&Floor forwards

American Digital

Asian Barrier

European Option Strategies

Straddles Asian

Butterflies

Other Financial Tools

Other Financial Tools

Forwards

User Defined Interest Rate Curve Building

FX Volatility Suraface

Commodity Historical Vol

IRO Vol Cube

Forward Strips

Scenario Analysis

Parallel Interest Rate Shifts Non-Parallel Interest Rate Shifts

Excel Add-in

Excel Add-in

Via Excel Add-in， it is integrated the the built-in functions into Excel and facilitate the finical professionals to master it quickly.

Multiple Assets

With the gene of the tier one investment bank, Mathema® adopt the best practice of industry standard and combined with domestic trading features.
Across Multiple Assets
Structure Products
Pricing & Valuation
Curve Construction
Risk Management

Mathema® provides powerful pricing and valuation capabiliities for structure product and derivatives. Via Excel add-in, it will help the investment & quants experts to grasp it smoothly.

Customers and Partners

Our clients are trader, market maker, fintech technologist and strategist.

Desktop Terminal Solutions

Desktop Terminal Solutions

Desktop Terminal with Mathema®, it gives the more flexible and efficient on market data, trading strategy, pricing , data analysis, real time computation and display.

Developer Platform

Developer Platform

It provides powerful and comprehensive API and on-line documents to let developer understand and master all details quickly.

Products

With solid project experience of financial derivatives products both in domestic and international clients, Mathema® is produced by Shanghai Meridian Technology，which meets the business requirements of the market, satisfactory of the regulation and compliance, fully controlled and owned with independent intellectual property rights。
Quantitative Finance Library API
Spreadsheet Mathema Excel®
Desktop Terminal Solutions
Integration with Electrical Trading Platform
Facilitate the Chinese institution to build-up FICC automatic trading platform with core technology innovation and professional service, be the part of rapid progression of Chinese financial market.

Solutions

FICC Market Making and Automatic Trading

More

FX Pricing for Risk Hedging

More

Asset Portfolio Analysis and Risk Management

Our Team

Mathema® team have the extensive developing experience of quantitative financial engineering and delivery quantitative library successfully for oversea institution banks in FX , Bond, Interest Rate . Head of Product worked for JP Morgan Chase in algo trading and quantitative finance areas.

API Documents

Click to view API documentation

Contact US

Email:   support@meridian.com.cn

Phone number:   021-50805159

Address:   205, Building 2, Lin Gang Financial Building, No. 383 Huan Hu Yi Road, Lin Gang Xin Cheng, Pudong District, Shanghai