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Lacima Group delivers expertise in applying financial engineering
techniques to the energy, commodities and financial markets.
Our leadership in the energy markets has been widely acclaimed.
Lacima’s origins stem from world-class academic work in
financial engineering by the founders Dr Les Clewlow and Dr Chris
Strickland who have been appointed to the Energy Risk magazine's
Hall of Fame: “a group of individuals whose commitment and
contribution to energy markets makes them a foundation of this
business… who took early ideas and concepts and shaped them
into real markets that today have had a significant impact on
the world’s trade.”
This innovative thought leadership has been applied in each of
our service and product offerings.
Whether you are an energy producer or a distributor or retailer,
Lacima has a deep understanding of your specific needs.
Examples of how we have helped:
Energy producers
Energy distributors and retailers
For your software needs, Lacima riskAnalytics
is designed to meet the unique needs of the energy and commodities markets. Both the suite of single and multi factor models
can be easily calibrated to commodity forward curves and option
prices.
The Clewlow and Strickland collaboration has its foundations in
research into financial markets analytics. Chris Strickland undertook
his Ph.D. in exotic interest rate option pricing at the Financial
Options Research Centre at Warwick University, UK where Les Clewlow
developed the Centre’s initial suite of pricing algorithms.
Their early joint research led to the publication of two books:
“Exotic Options: State of
the Art” and “Implementing
Derivatives Models”.
Consulting projects undertaken include:
- Design and implementation
of an index arbitrage program for a financial institution in a
developing South American market.
- Development of a multi-factor
simulation framework for the mortgage desk at UBS.
- Development of simulated hedges to calculate risk based capital requirements
for a leading insurance company in the US.
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Overview
