Models

Five core engines for pricing and institutional oversight

Our model layer supports Heston stochastic volatility, Black-Scholes pricing, Monte Carlo valuation, CIR++ interest-rate modeling, and portfolio risk monitoring with outputs designed for practitioners.

Quant Library

Heston Stochastic Volatility

Calibrate stochastic volatility surfaces with a workflow designed for institutional derivatives desks.

Fast parameter estimation for liquid and bespoke structures
Scenario testing across volatility smiles and forward curves
Internal Monte Carlo simulation directly inside QuantModels.ai

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Black-Scholes

Reliable vanilla pricing, Greeks, and hedging analytics packaged in a clean execution layer.

Option pricing and sensitivity ladders
Trade blotter integrations for execution support
Structured outputs for downstream portfolio systems

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Monte Carlo Pricing

Pathwise pricing and simulation infrastructure for scenario-driven valuation across structured products and exotics.

Stochastic path generation across configurable horizons
Flexible payoff modeling for simulation-based pricing
Stress-ready outputs for downstream portfolio analysis

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Quant Library

Portfolio Management

Construct and optimise NIFTY equity portfolios with mock allocations, diversification analytics, and institutional-style reporting.

Coverage across NIFTY 50, Next 50, NIFTY 100, and sector universes
Simple portfolio return, volatility, Sharpe ratio, and drawdown analytics
Placeholder workflows for efficient frontier, allocation, and risk contribution views

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Risk Analytics

Centralize exposure, stress, and liquidity diagnostics for portfolio managers and risk officers.

Portfolio VaR and stress-testing views
Factor decomposition and concentration monitoring
Committee-ready dashboards for oversight teams

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CIR++ Interest Rate Model

A shifted short-rate framework for interest-rate simulation and curve-consistent fixed-income pricing workflows.

Extends Cox-Ingersoll-Ross with a deterministic shift to fit the initial yield curve
Supports zero-coupon bond pricing and interest-rate derivative analytics
Useful for scenario generation, calibration, and term-structure aware simulation

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Launch Heston Model Launch Black-Scholes Launch Monte Carlo Launch CIR++Launch Portfolio Management Request an institution demo

About

Built for market practitioners who need precision and trust

QuantModels.ai blends institutional-grade analytics with a product experience that is clean, fast, and governance-aware.

Built for asset managers, hedge funds, treasury teams, and institutional advisors.

Combines transparent model assumptions with a polished delivery layer for high-trust decisions.

Designed to move from exploratory pricing to operational risk workflows without changing tools.