Derivatives Expert
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Derivatives Expert IV

Innovative Securities and Derivatives Analysis Software

Hedge and Expose with Derivatives Expert

Mathematica 9 compatible

Derivatives Expert IV is a complete, fully integrated suite of functions for easily doing complex financial analysis and engineering for exchange and over-the-counter (OTC) traded securities and derivatives. Derivatives Expert fills a unique niche in the market for high-end financial analysis tools by providing financial engineers with an easy-to-use desktop environment for exploring, prototyping, and testing financial models without the programming overhead of larger, less-integrated systems. This environment makes Derivatives Expert an indispensable tool for all serious financial analysts, whether quants, traders, investment bankers, portfolio managers, treasurers, financial consultants, risk managers, or academics.

  • Derivatives Expert is comprehensive.

    Derivatives Expert and Mathematica combine to provide a full range of financial analysis tools, enabling users to become productive quickly and optimally. The latest version of Derivatives Expert provides over 500 symbols, functions, arguments, and optionals. This time-saving program now also includes many functions for simulating prices (valuing) and simulating price paths (value over time), whether unidimensionally (one security or derivative) or multidimensionally (many securities or derivatives), taking correlations into account. Extensive specialized packages are also included for bonds, mortgage-backed obligations, floaters, forwards, swaps, and options. To ensure that users are supported from the beginning, Derivatives Expert includes extensive online documentation spanning hundreds of pages that provide background material, exact function descriptions and definitions, a user's guide, a reference manual, and detailed programming examples.
  • Derivatives Expert is flexible and extensible.

    Building on the clean, consistent, and modular design of the Mathematica programming language, Derivatives Expert provides a uniquely flexible environment for customizing functions and doing modern financial engineering. The focus in Derivatives Expert is not only on single financial products, but also on the construction of a framework containing a wide variety of financial instruments in a unified way. As a result, it is easy for users to mix and blend the functions of Derivatives Expert and to expand the system with new functionality (e.g., new financial instruments) using the extensive functionality within the Derivatives ExpertMathematica environment.

    As a 100% compatible Mathematica application package, Derivatives Expert can be combined with other packages, such as Mathematica Link for Excel, to create your individual, custom-designed solutions.
  • Derivatives Expert is also for large IT deployments.

    All the strengths of Mathematica for large IT deployments are directly available for utilization by Derivatives Expert users, including but not limited to distribution of pricing calculations to several computers, connecting to multiple databases, connecting to market data sources, web integration, and so on. In other words, Derivatives Expert can be used in production environments at academic or financial institutions such as banks and insurance companies.

About the Developer

Sinan Gabel has worked in stock broking, asset management/fund management, treasury, consulting and risk management within banks, life insurance, and management consulting, mainly in Scandinavia and Luxembourg. Sinan Gabel holds a master's degree in mathematics/economics from the University of Aarhus, specializing in finance, macroeconomics, and econometrics. He is the founder of Innova Financial Solutions and has used Mathematica since 1994.

Product Support

Derivatives Expert is developed and supported by Innova Financial Solutions.

Innova Financial Solutions
c/o Yard gallery
Refshalevej 163A
D-1432 Copenhagen K
email support:

Detailed information on Derivatives Expert is available from Innova Financial Solutions.

Derivatives Expert IV requires Mathematica 7, 8, or 9 and is available for all Mathematica platforms.