Equity Options
PolyPaths now supports Equity Options as of version 7.09. Users may load Equity Options into their portfolio from Bloomberg or by manually modeling them. Risk analysis such as interest rate durations and volatility durations as well as horizon analysis and other stress tests may be performed on Equity Options through PolyPaths. One potential use case for equity derivatives, for instance, may be to hedge a portfolio to improve the risk-return profile. Please contact us to schedule a demo.