ArbTech LLC believes that the arbitrage pricing boundary conditions that the Black Scholes Merton Model (BSM) imposes on the financial landscape are false, destabilizing and wasteful.  ArbTech™ has developed financial tools that can efficiently fix distortions and faulty hedge ratios that BSM’s incorrect arbitrage boundaries force into the global financial system every day.  

The pressing need to remove Black Scholes from the financial system will create the following opportunities and outcomes:

  • a more stable, simpler and healthier financial landscape

  • better financial risk management tools than Value at Risk (VaR)

  • a more truthful intellectual framework for the pricing of financial derivatives

  • a historic trading opportunity for hedge funds as BSM is retired