UnRisk PRICING ENGINE 4
When Fast-Paced and Accurate Analytics Count
UnRisk PRICING ENGINE 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 PRICING ENGINE 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 PRICING ENGINE offers
a choice of front ends. It can be used both from within Mathematica and 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 PRICING ENGINE is developed and supported by UnRisk Consortium.
UnRisk Consortium
web: http://www.unrisk.com
email support: support@unriskderivatives.com
UnRisk PRICING ENGINE 4 requires Mathematica 7. 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
GmbH.
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
GmbH.
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