24 August 2017


Zeliade Notebook Consulting

Zeliade Notebook Consulting is the advanced training and consulting service provided by Zeliade on the following topics:

Risk modeling and margining for CCPs
Implied volatility modeling
Multi curves modeling

Zeliade Notebook Consulting is based on Jupyer notebooks as live material for training sessions (level 1). Clients may have a follow-up access to the notebooks with dedicated support (level 2) and even built advanced prototype code with us (level 3).

Contact us at : contact@zeliade.com

Zeliade has accumulated along the years a unique quantitative expertise built with its prestigious bank, hedge-fund and clearing house clients and thanks to very tight connections with the most innovative academic teams in the field worldwide.

What makes Zeliade unique is the combination of this outstanding knowledge with a passion for codes and implementations, and real-life data experience. We know the most advanced models, but also their limitations and when it is not required to refine them. The critical stages in their implementation and calibration have no secrets for us.

The Jupyter notebook technology which allows to combine scientific text and code is the perfect mirror of our dual skills. Jupyter notebooks allow to convey our knowledge to our clients with an unprecedented ease and effectiveness.

We use notebooks as live material support for our training sessions. Our clients may have a follow-up access to the material notebooks with dedicated support. Zeliade Notebook Consulting Jupyter notebooks are available on Premium Channels of the Zanadu notebooks platform.

Examples of topics treated in our Premium Channels include:

Jäckel's Rational algorithm for the computation of Implied Volatility,
Robust calibration of SVI
The SSVI model and its extensions

In addition to all this, Premium Channels are constantly updated and improved by our Team making them a vivid tool to let you keep in pace with innovation. Premium Channels give immediate access to advanced codes and real market data tests.

We provide Zeliade notebook-based consulting on the following topics:

Risk modeling and margining for CCPs
Implied volatility modeling
Multi curves modeling

Zeliade Notebook Consulting comes into 3 increasing flavours:

Level 1: we bring you our deep understanding of the field, delivering a detailed tutorial regarding a specific topic (on premises, Webex or webinar);
Level 2: we provide you full access to Zanadu and subscription to one or more Premium Channels; you can directly call the functions of the Channels to benchmark, to prototype or to create new reports for your analysis;
Level 3: we work with you, offering you dedicated resources to support your projects.


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