UnRisk PRICING ENGINE 7
When Fast-Paced and Accurate Analytics Count
UnRisk offers a selected range of products that enable financial institutions to focus on in-time decision support for managing financial risk from the single deal type to the large and
diversified portfolio. For enterprise-wide pricing and analytics strategies all products access the same ultrafast but accurate and robust valuation engines that avoid cross model
& method risk which usually becomes horrible in interplay.
UnRisk PRICING ENGINE integrates those blazingly fast pricing and calibration engines into Mathematica. As such it is a two-sided system. It supports quant developers with a domain specific
language in Mathematica for high level financial and mathematical programming and its Excel front end supports front office professionals in financial intitutions in running their books.
UnRisk PRICING ENGINE enables the pricing and analytics of the most sophisticated deal types of equities, FX, interest rates, inflation and credit.
Instrument list: http://www.unrisk.com/index.php/products/coverage
Customers enjoy the following key benefits:
- Immediate Results—it comes with instant instruments in 2 front-ends
- High Accuracy and Robustness—numerical schemes are based on the most advanced solvers
- High Performance Valuation—with built-in parallel computing UnRisk comes standard with computation kernels over multiple-core architectures, local or grid, fully supported by UnRisk-Mathematica and the Excel front-end. It also supports GPUs.
- Quick Development—the fast growing financial knowledge empowers the implementation of new instruments with minimal efforts
- Better interpretation—results can be easily combined and visualized
UnRisk PRICING ENGINE offers a key benefit to its customers: They can build large books and receive a system with customized instruments in unprecedented short time, because unlike other systems it has integrated ultra-fast computational engines into the declarative development environment of Mathematica.
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
UnRisk PRICING ENGINE is developed and supported by UnRisk Consortium.
Home page: http://www.unrisk.com
UnRisk PRICING ENGINE 7 requires Mathematica 8 or 9. For use within Microsoft Excel, it also requires Excel 95 or higher. UnRisk PRICING ENGINE is available for Windows.
Note: Standard licenses for UnRisk PRICING ENGINE include
a one-year subscription to UnRisk PRICING ENGINE 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
Note: UnRisk PRICING ENGINE is available for sale through
Wolfram Research in the U.S. and Canada only. For international orders, please contact uni software plus