CSA’s advisory services build on 20 years of quantitative risk modelling experience combined with the flexibility and generic applicability of the Stochastics™ technology

The case studies here illustrate some of the ways in which we have helped our clients. If you think that we might be able to help you then please get in touch to talk with us about working together

Long/Short Equity Fund

Quantitative trading and portfolio optimization system for a long/short Japanese equity fund

Individual Lifetime Financial Planning

Individual financial planning software for wealth management professionals

Credit Fund

Portfolio optimization for a credit fund integrating their bond simulator with optimization techniques

Exotic Swap Pricing

Expert advice on exotic swap pricing and risk evaluation for use in high-profile legal action

Guaranteed Return Products

Guaranteed return investment products for a major European fund manager

Commodity Spread Option Pricing and Hedging

Commodity price spread modelling for a leading hydrocarbon producer