Derivatives Risk
Oil Swap PFE Calculator
Potential Forward Exposure (PFE) modelling tool for oil swap positions. Calculates statistical exposure profiles at 95% and 99% confidence intervals across the full swap tenor — enabling airlines, traders, and treasury teams to quantify maximum counterparty credit risk before executing hedges. Built on Monte Carlo simulation with live parameter inputs.
Key Features
- Monte Carlo simulation engine
- Configurable confidence intervals (95% / 99%)
- Forward exposure profile by tenor month
- Counterparty credit risk quantification
- ISDA CSA margin threshold analysis
- Link below leaves site to visit Streamlit a python app hosting site
Options Pricing
Vanilla Options Pricing Calculator
Interactive Black-Scholes options pricing tool for oil and energy derivatives. Price European call and put options on crude oil, jet fuel, and energy commodities with real-time Greeks calculation — Delta, Gamma, Theta, Vega, and Rho. Ideal for airlines structuring cost-cap strategies and energy traders evaluating premium levels.
Key Features
- Black-Scholes pricing model
- Full Greeks suite (Δ, Γ, Θ, ν, ρ)
- Call and put pricing for energy commodities
- Volatility surface inputs
- Premium benchmarking for hedging strategy
- Link below leaves site to visit Streamlit a python app hosting site