GMIV is a valuation and consulting company specializing in the equity and index options market. Our proprietary, unique and cutting-edge
financial models enable us to provide our clients with live and accurate indicative quotes on simple and complex, listed and over-the-counter
options structures as well as variance swaps and dividend swaps.
In addition we deliver in-depth analysis on options portfolios as well as optimal hedging techniques to our institutional clients to help them manage risk efficiently. Our clients can also have access to our live market commentary and our research publications.
The equity derivatives market is constantly expanding and is set to remain a vibrant asset class given the benefits and the flexibility it offers. Our clients can reach out to our professionals during market hours for live support. In addition to contributing to the development of the equity derivatives market, we work closely with our clients’ teams to explore the advantages of trading options. Furthermore, our clients can leverage GMIV professionals’ extensive experience in the largest banks on Wall Street to analyze their options portfolio and to gain insights into efficient management of risk.
We work closely with our clients and assist them with customized options portfolio analysis. We provide them with detailed portfolio risk analyses, suggest optimal hedging solutions and help them make more informed investment decisions.
GMIV professionals are available during market hours to assist with live pricing issues. We also remain at our clients’ disposal to promptly assist with any other equity derivatives related live request.
Our proprietary volatility model allows for highly accurate construction of implied volatility surfaces. As part of our services, we give our clients the exclusive opportunity to integrate our model into their trading platform. This enhancement will significantly improve the quality of their volatility surfaces, enable for better informed investment decisions and ultimately lead to increased productivity.
The equity derivatives market offers substantial advantages. Given its complexity we ensure that our clients fully understand the products and are aware of the risks associated with options positions. In addition, experienced options professionals can learn more about GMIV’s unique and innovative model to construct implied volatility surfaces during our regular road shows and seminars.
GMIV is a software-as-a-service company. We specialize in over-the-counter equity and index derivatives and provide live pricing and valuation as well as live support to our clients. We also help our clients grasp and efficiently manage the risk embedded in their options portfolios. In addition we deliver cutting-edge equity derivatives research. Our clients currently include major derivatives market participants. GMIV has established a proven track record since inception. Our goal is to become a global and leading benchmark in the OTC derivatives market and to help increase transparency and efficiency.
Our team is composed of market professionals with extensive experience in equity derivatives trading, market making and research with the largest banks on Wall Street. We constantly strive to deliver first-in-class products and services to our clients.
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Abstract: In this paper we present an innovative and straightforward model for constructing consistent and accurate implied volatility surfaces. The parameters of this model are directly linked to measurable and observable market risks.
Abstract: In this paper we elaborate on what is commonly referred to as the Skew Delta of a Variance Swap, i.e. the sensitivity of the fair strike of a variance swap relative to moves in the underlying's spot price. In particular we examine whether or not a pure variance product such as a variance swap should be hedged with an offsetting delta on the spot.
Abstract: In this paper we present a method for deriving the implied correlation between equities and ZC bonds. We also draw perceptive insights on the implication of such correlation on derivatives prices in the market
London, New York, Singapore 22nd October, 2012: Tullett Prebon Information (‘TPI’) announces an exclusive partnership with Global Markets Implied Volatility (‘GMIV’), a leading supplier of specialised services to equity market participants, to launch an equity derivative market data service.
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