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STAR RN (Risk Neutral)

STAR RN generates high quality market-consistent scenario sets, supporting any application requiring market-consistent valuation of options and guarantees.

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It features an intuitive and easy-to-use interface designed to support the entire process of generating scenarios.

  • Automated process of scenario production from data input to the final scenarios
  • Integrated tools enabling clients to carry out their own calibrations
  • Sophisticated variance reduction techniques for rapid scenario convergence with less simulation error
  • A wide range of diagnostics for scenario validation can be viewed in either graphical or numerical formats and can easily be exported to support documentation
  • Output files can be tailored to exact requirements
Title File Type File Size
STAR RN (Risk Neutral) Brochure PDF .7 MB
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