WebUnRisk/Mathematica a look into advanced derivatives pricing and analytics in web environments.

January 31, 2002 - New Mathematica technologies for financial engineering will be presented on February 13, 2002 in London.

The event will focus on new methods and computational models in finance and how they can be deployed over the web. In the UnRisk session derivatives pricing and analytics examples in three front ends and how UnRisk and webMathematica can be integrated will be discussed. Finally the advanced web-based "constant maturity floater calculator" will be shown.

About UnRisk

The UnRisk PRICING ENGINE integrates a computationally optimized numerical engine realized in C++ into Mathematica's powerful computation environment. It is a complete solution for traders, risk managers and treasurers, who require immediate valuation of the value and the Greeks of financial derivatives, sensitivity analysis with respect to various market data and insight into complex contracts by means of graphical exploration. Quantitative analysts, product designers and risk controllers, who search for quick modeling- and customization capabilities and what-if analysis with respect to contractual rules and assumed future market developments will also benefit from UnRisk. Its flexibility, precision and velocity is powered by Adaptive Integration a proprietary method of MathConsult.
With three front-ends (point&clickable forms, Excel workbooks, Mathematica notebooks), traders, treasurers, risk managers, quantitative analysts, and risk controllers can collaborate on single source models but in task-oriented user interfaces.

Uni Software Plus GmbH
Softwarepark
voice: ++43 7236-3338-62
fax : ++43 7236-3338-30

Become a bobsguide member to access the following

1. Unrestricted access to bobsguide
2. Send a proposal request
3. Insights delivered daily to your inbox
4. Career development