Internship Subject: Building an Analytical Software for Derivatives Pricing

Equity derivatives pricing is a complex task and requires lots of data crunching : historical volatility, implied volatility, dividend levels, credit default swap levels, financial analysis etc.... Analyzing such heterogenous data requires trading expertise and a software. We have built an in-house powerful software in C++ that allows us to have a very good understanding of a specific stock. We are looking for students who would be willing to help us continue and build this software. Who should apply : Students from INSA, Ensimag, Epita / Epitech, EFREI and other computer science schools. Internship dates : Starting from January 2010 or a few months later, for a length of 4-6 months. Email: stages@arbitragis.com Email: stages@arbitragis.com

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