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UnRisk PRICING ENGINE
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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 PRICING ENGINE is a tool designed to combine speed with precision in the analysis of financial derivatives. By integrating Mathematica with optimized C++ libraries, UnRisk PRICING ENGINE 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 or within Excel.
UnRisk PRICING ENGINE is sometimes called UnRisk for short.
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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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