A Workout in Computational Finance
21. September 2015
Robust Calibration of Local Volatility Models
22. September 2015
UnRisk Pricing Engine 8.1 Released
Today UnRisk announced it has released UnRisk 8.1, an enhanced version of UnRisk QUANT and the UnRisk PRICING ENGINE. This release is free for all UnRisk Premium Service users and will be shipped to all new customers immediately. The UnRisk PRICING ENGINE has been introduced 2001. Now, UnRisk 8.1 is the 22nd release.
New in UnRisk 8.1:
- Extensions to the multicurve framework and additional possibilities for setting up scenarios.
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Quantsourcing
UnRisk QUANT is offered to quant developers as culmination of the co-evolutionary development of the bank-proof UnRisk PRICING ENGINE and UnRisk BANK. It integrates blazingly fast pricing and calibration engines written in C++ into Mathematica 10.3.
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"Making UnRisk QUANT available to quant developers we reinvented our business. It is a know-how package and comes with a domain specific langage enabling quants to quickly implement quant finance solutions from model validation to advanced risk mamagement. It is fruit of our cross-sectoral math experiences research and industry scale complex system making", summarizes Andreas Binder, CEO of the UnRisk consortium.
"UnRisk's engines perform blazinly fast and are adapted to the state of the art computing muscles - each UnRisk seat support 8 computationals kernels in parallel", says Andreas Binder, CEO of MathConsult GmbH, the developers behind UnRisk. "But this is only one reason why quants enjoy using UnRisk. It is multi strategy, multi model and multi method. It is open and platform agnostic. It is a white-box and it enables a wide spectrum of solutions", he adds.
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UnRisk offers identical deal type coverage, models and methods across all UnRisk products. UnRisk QUANT offers the VaR Universe and an access kit to the UnRisk FACTORY data base. It is also available as webUnRisk.
