Analyze Financial Derivatives with UnRisk
February 19, 2001--Wolfram Research, Inc. is pleased to announce the
release
of
UnRisk. This new application package is
developed and supported by UnRisk Consortium, made up of
MathConsult GmbH and UNI SOFTWARE PLUS GmbH.
Designed for quantitative analysts, traders, risk managers,
treasurers, and product designers, UnRisk is a tool designed to combine
speed with precision in
the analysis of financial derivatives. By integrating Mathematica
with optimized C++ libraries, UnRisk provides the flexibility of a
high-level programming language and the speed necessary for production
use.
Key Capabilities
- Valuation of equity and interest rate derivatives
- Calculation of implied volatility, hedge, and sensitivity
parameters
- Sensitivity analysis with respect to market data
- Insight into complex contracts by means of graphical exploration
- Rapid modeling, configuration, and parameterization
- "What-if" analysis with respect to contractual rules and potential
market developments
More information about UnRisk
is available.
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