Understanding and interpreting historical data allows you to create new opportunities and develop effective strategies to improve performance.
This is why the models built by Quanta Finanza are based on random techniques and stochastic processes, that is, a set of variables that evolve over time. Specifically we deal with:

  • stochastic processes of diffusive and jump type
  • local and stochastic volatility models
  • finite and infinite dimensional models for hybrid products on
  • interest rates and inflation
  • stochastic correlation models for the FX market

These are scientifically proven models, able to adapt effectively to business dynamics. They are designed ad hoc, based on the real needs of the client company, and guarantee measurable results over time. They are the main tools we adopt to help small and medium-sized enterprises to improve profitability and productivity, to face risk situations and to strengthen the internal organizational structure.

We design and build specific quantitative models for the achievement of company objectives, also taking care of their implementation in decision-making and managerial processes. All this by working closely with the customer, to generate maximum value.

Financial Engineering and Solutions

Engaged in the sector of assessments pursuant to IAS / IFRS, in particular the intervention of the Company was requested by numerous listed and unlisted companies, present on the national and international market, for assistance and consultancy on the occasion of the preparation of financial statements and / or consolidated on assessments relating to:

  • evaluation of employee benefits, determination of the severance indemnity quota pursuant to IAS 19, evaluation and accounting of bonuses and supplementary plans for company executives / directors;
  • recognition and measurement of financial instruments, determination of the fair value of derivatives in the financial statements pursuant to IAS 39
  • valuation of provisions for contingent liabilities and assets, Customer Indemnity Fund pursuant to IAS 37
  • evaluation and accounting of bonuses and supplementary plans for company executives / administrators;
  • determination of implicit values in Swap contracts on debt restructuring projects for public administrations subject to interest rate risk;
  • construction of rating models;
  • enhancement and management of a loan portfolio;
  • advanced training courses for companies and banks;