Goal:
Evaluate whether the product aligns with the investor's volatility outlook by quantifying barrier breach probability.
Analytics:
Monte Carlo simulation with adjustable forward volatility, tracking path-dependent barrier touch-risk.
Software:
Microsoft Power BI - interactive, shareable URL (internal & client facing)
👉 Live demo (interactive URL)
Goal:
Assess downside risk and upside potential by translating volatility into decision-ready metrics.
Analytics:
Monte Carlo (GBM) simulation with sensitivity to volatility.
Sofware:
Microsoft Power BI - interactive, shareable URL (interal & client facing).
👉 Live demo (interactive URL)
Goal:
Quantify the probability of an LTV breach to support smarter LTV setting.
Analytics:
Monte Carlo (GBM) simulation mapping asset price paths for LTV breach probabilities.
Software:
Microsoft Power BI - interactive, shareable URL (internal & client facing).
👉 Live demo (interactive URL)