UnRisk Pricing Engine 2.0 for Mathematica




UnRisk Pricing Engine 2.0 for Mathematica


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: https://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 industries.

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