Rapidly develop and test robust financial risk models and deploy them as interactive applications or as high-performance infrastructure components—all from one system, with one integrated workflow.
The Mathematica financial risk management solution is unique in offering the reliability of a mixed symbolic-numeric approach to computation, multiple switching algorithms, built-in computable financial and economic data, and built-in parallel computation for scaling up.
Using built-in financial data in standard or innovative visualizations
Candlestick plot and volume traded for Google over a 100-trading-day period
Using built-in parallel computing capabilities or scaling up to a full grid
Easily integrate with additional kernels, other data sources and applications, databases, web services, Java, .NET, and more
Developing and analyzing sophisticated financial models
Efficient frontier analysis for a sample portfolio showing the location of each asset class in risk-return space
Gain accuracy and reliability by performing symbolic calculations, not just numeric ones Competitor note: Matlab's built-in routines only handle numeric calculations
Work with your existing Bloomberg feeds, RiskMetrics data, and with QuantLib libraries and link to other data and applications with built-in connectivity tools
The world's largest market maker in Eurodollar derivatives uses Mathematica for rapid prototyping of products and trading strategies
Hedge funds use Mathematica for portfolio optimization
Backtest trading strategies to check viability or stress test models to account for extreme market changes
One major stock index is computed in real time using Mathematica
Develop and refine analytic models for risk
Calculate value-at-risk for different portfolios and time horizons
Do straight-through processing, from the trade capture to the backend, on any platform, eliminating manual tasks and single points of failure
Use built-in connectivity features to combine a Java trading interface, a C pricing engine, and MySQL position databases in one central command center; dispatch order routing on .NET and Java platforms from one central command center; or perform position reconciliation with online statements from the clearinghouse with XML functions
Create new calculation, graphing, and modeling tools and deploy them to your website with webMathematica
"The different technologies that Mathematica has now that allow you to go from something very sophisticated, like the notebook interface, all the way to the web interface is very powerful."
"The amount of code that's required to produce the same amount of work is a fraction of the amount of code that we would have to write with other tools, so the time to delivery is much faster."
—Alan Savoy
Technical Manager and Architect, nGenera Corporation
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