Valu8 is a consultancy firm, specialised in quantitative finance. It offers quantitative support for your front office and risk management department.

Our assignments can be short-term, for instance in quantitative projects where further delays would be unacceptable, or have a more permanent character, for instance in a sounding board role towards internal quantitative staff members.

To give you a quick impression of the breadth of our range of services we have listed some examples of our work at the bottom of this web page.

1 Finance

2 Models

3 Software

Our knowledge of the financial markets and our experience in the financial sector helps us to understand your demands quickly and enables us to deliver practical solutions for your complex financial issues.
The financial sector is leaning more and more on mathematical models in the past decennia. Being applied mathematicians ourselves, we truly understand how these models are constructed, how they can be used and what their limitations are.
Models themselves will not deliver results, models need to be implemented in software. We will assist you with selection, implementation and support. In Excel, but also in Matlab, C# or Java.
Examples of our work
Example - inflation risk analysis
Client: Insurance company
Goal: Modeling inflation risk and investigate hedge strategy  

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Example - valuation of interest rate swap
Client: Derivative end user
Goal: Independent valuation of forward starting interest rate swaps

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Example - vol database
Client: Insurance company
Goal: Development of tools for import and storage of OTC market data

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Example - software selection
Client: Fund
Goal: Assistance with selection of 3rd party excel function library 

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Example - financial market advice
Client: Pension fund
Goal: Assistance during an inquiry about the management of an LDI fund 

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Example - sounding board
Client: Professional services firm
Goal: External sounding board for internal risk specialists

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Example - volatility estimator
Client: Insurance company
Goal: Development of a GARCH volatility estimator

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Example - hedge generator
Client: Insurance company
Goal: Development of software for generation of interest rate hedges

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