UnRisk 2.6
When Fast-Paced and Accurate Analytics Count
UnRisk is a tool designed to combine speed with
precision in the analysis of financial derivatives. By
integrating Mathematica, the world's leading technical
computing system, with optimized C++ libraries, UnRisk provides an extremely reliable, ready-built solution that
offers both the flexibility of a high-level programming language and
the speed necessary for production use.
Key Features
- Valuation of equity and FX derivatives under a local volatility
surface
- Valuation of the most sophisticated types of equities, FX,
and interest rates
- Inclusion of dozens of exotic options and complex structured
products, and a vast universe of exotic contract features
- Callability and multiple callability of even the most complex
structures
- Calculation of hedging, sensitivity parameters, and survival
probabilities
- Advanced calibration schemes for pricing and risk analysis with
respect to market data
- Insight into complex contracts by means of graphical exploration
- Elegant instrument-building capabilities
- "What-if" analysis with respect to contract features
Designed for use by quantitative analysts, traders, risk managers,
treasurers, and product designers, UnRisk offers
a choice of front ends. It can be used both from within
Mathematica and, with the addition of Mathematica Link for
Excel, within Excel. With these
two options
available, traders, treasurers, risk managers, quants, and risk
controllers can collaborate on a single-source model in the
task-oriented environment of their choice.
About the Developers
MathConsult GmbH is a spin-off company of the Industrial Mathematics
Institute of the Johannes Kepler University of Linz, Austria, and executive
company of the Industrial Mathematics Competence Center. MathConsult develops
solutions in application fields like mathematical finance, chemical
engineering and metallurgical processes.
uni software plus GmbH, a Mathematica reseller since 1990, is a
solutions provider in the field of computer mathematics, machine
learning, and data mining, serving the quantitative finance and process
industries.
Product Support
UnRisk is developed and supported by UnRisk Consortium.
UnRisk Consortium
web: http://www.unriskderivatives.com
email support: support@unriskderivatives.com
UnRisk 2.6 requires Mathematica 6. For use within Microsoft Excel, it also requires Mathematica
Link for Excel and Excel 95 or higher. UnRisk
is available for Windows.
Note: Standard licenses for UnRisk include
a one-year subscription to UnRisk Premium Service. Annual
educational licenses are available at a special price. For educational
licenses with student home-use option, please contact Wolfram Research Customer Service
or uni software plus
GmbH.
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