Deployment-ready frameworks for capital allocation, risk management, and portfolio optimization. Built on the intellectual foundation of "From Equations to Capital."
End-to-end valuation infrastructure for corporate finance and M&A. DCF engines, comparable analysis, and synergy modeling with full audit trails.
Institutional-grade portfolio construction with real-world constraints. Mean-variance, Black-Litterman, and risk parity implementations.
VaR, Expected Shortfall, and stress testing infrastructure. Factor decomposition, limit monitoring, and regulatory reporting.
Brinson and factor-based attribution systems. Multi-period linking, currency effects, and manager evaluation frameworks.
Pricing and risk management for options, swaps, and structured products. Greek calculation, hedging optimization, and P&L explain.
Private deployment of the Decision Lab platform. Custom simulations, team collaboration, and integration with internal data systems.
Our solutions are built on the same frameworks taught in the book and deployed in the Decision Lab.
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