Industry-leading options analytics and volatility fitting solutions. Products: Vola Pricer, Vola Fitter, Vola Curves. Serves equity, futures and index options pricing, greeks, volatility surface fitting, scenario analysis.
Resource Directory content is Copyright NexusFi® and may ONLY be used with a discrete citation specifically linking to the original listing at https://nexusfi.com/d/Resource Directory listing is Copyright NexusFi® and may ONLY be used with a discrete citation specifically linking to the original listing at https://nexusfi.com/d/
Overview
Pricing Model
enterprise
Products & Services
Vola Pricer
data_provider
European and American vanilla options pricing with dividend handling
Smart delta calculations
Spot-vol dynamics
Comprehensive greeks
Vola Fitter
data_provider
Real-time volatility surface fitting across strikes and expiries
Bias-free fitting
W-shaped curve handling
Multi-asset support
Vola Curves
data_provider
Parametric volatility curve modeling and manipulation
Curve interpolation
Scenario analysis
Bundle available
Company Information
Legal Name
Vola Dynamics LLC
Headquarters
New York City, United States
Team Size
14
Primary Timezone
America/New_York
Founding
Founder
Timothy Klassen
Background
PhD in theoretical particle physics from University of Amsterdam. Former Morgan Stanley (2006-2015) commodities and fixed income derivatives.
Resource Directory listing is Copyright NexusFi® and may ONLY be used with a discrete citation specifically linking to the original listing at https://nexusfi.com/d/
Resource Directory listing is Copyright NexusFi® and may ONLY be used with a discrete citation specifically linking to the original listing at https://nexusfi.com/d/
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