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Input data for Volatility Surface

ICAP.jpg

ICAP, the leading broker in the energy markets, provides customers with a daily update of volatilities in the Nordic Power markets.

They will also offer their customers an option sheet with a selection of these volatilities. An option sheet is a view in Elviz Front Manager that calculates volatility surface used in valuation of option contracts.

Geir Arne Mo, the general manager in ICAP, says: By providing the daily option sheet the customers are able to get a better understanding of both the options market and the risk in the Nord Pool market. Vibeke Middelthon-Moe, head of customer accounts, adds that this is a very useful service for Elviz ETRM users and that it has been well received among the customers.

For further information, call Vibeke Middelthon-Moe on +47 55 30 28 58 or send an

E-mail to support@viz.no

Updated: 09.10.2007 07:50
by Jørgen Huseklepp


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