Pricing & Risk Managing Alternative Investments

SciComp Consulting provides pricing and risk management solutions for alternative investments such as private equity, hedge funds, real estate, infrastructure, farmland, timberland, and natural resources. By combining our expertise in option pricing methodologies for traded assets with fundamental and empirical analysis techniques for real assets, SciComp Consulting provides sophisticated and robust valuation solutions for valuing alternative investments.

Alternative Investments modeling methodologies may include:

  • Single and multi-factor derivatives pricing techniques;
  • Monte Carlo simulations;
  • Principal component analysis (PCA) of historical data;
  • Empirical modeling; and
  • Econometric modeling of key risk factors.

SciComp Consulting provides highly performant and economical pricing and risk management solutions for alternative investments that can be tailored to your particular needs and requirements.

Alternative Investment modeling solutions are available as Excel spreadsheet and add-ins, Windows/Unix executables or pricing model source code.

Need more information on Alternative Investments? Contact us