FINANCIAL ENGINEERING ASSOCIATES

Financial Engineering Associates develops derivative pricing and risk management technologies for the energy and commodities industries. It offers @ENERGY/Basics and @ENERGY/Advanced that calculate values and hedge statistics for instruments with underlying assets; and ENERGY/Forward Curve, which is used to develop forward curves, calibrate price levels, spot local volatilities, mean reversion rates, and perform multi-factor principal components analysis. The company also offers products that ar... e used in calculating values and hedge statistics for power generation units and structured tolling contracts; storage contracts and assets; various swing and take-or-pay contracts; and weather derivatives, including standard over-the-counter derivatives and structured transactions. Its products also include ProStorage, a gas storage valuation and optimization tool that integrates trade data, market data, and pricing analytics, as well as a set of Microsoft Excel add-in functions that is used for valuation of cash derivative instruments used in the equity markets; currency and commodity markets, including foreign exchange, metals, agricultural commodities, and broadMore