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UnRisk
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| Organization: | UnRisk Consortium |
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Designed for use by quantitative analysts, traders, risk managers, treasurers, and product designers, the Mathematica application pacakge UnRisk is a tool designed to combine speed with precision in the analysis of financial derivatives. By integrating Mathematica with optimized C++ libraries, UnRisk provides the flexibility of a high-level programming language and the speed necessary for production use.
Key Capabilities - Valuation of equity and interest-rate derivatives
- Calculation of implied volatility, hedge, and sensitivity parameters
- Sensitivity analysis with respect to market data
- Insight into complex contracts by means of graphical exploration
- Rapid modeling, configuration, and parameterization
- "What-if" analysis with respect to contractual rules and potential market developments
UnRisk can be used from within the Mathematica front end, with the addition of Mathematica Link for Excel as a spreadsheet add-in, or from a new point-and-click front end.
UnRisk was formerly UnRisk PRICING ENGINE.
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UnRisk PRICING ENGINE, derivatives, pricing, financial derivatives, C++ libraries, derivatives valuation
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http://www.wolfram.com/products/applications/unrisk
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