Skip to the main content.


SS&C Blog

Our thought leadership on financial & health technology solution. Read the latest on industry trends, newest product featured, and how to optimize your workflows for results.

Subscribe to our newsletter
BLOGS. July 29, 2022

Valuation of Asian Spread Options and How to Measure Them

Mark-to-market pricing of financial instruments plays an important role in managing risk. Asset managers and other industry practitioners depend on accurate valuations of financial instruments to assess the impact of risk factor changes on their portfolios. But the ability to accurately calculate exposures is challenged by highly dynamic, frequently fluctuating markets. Market standard valuation techniques such as Monte Carlo aren’t always efficient for such assets. Certain derivative instruments, such as Asian spread options, are a case in point. These instruments require a more robust valuation approach.

Read more

Older articles