Valuation and Analysis of complex Financial Instruments

UnRisk EXCEL enables the pricing and analytics of the most sophisticated deal types of equities, FX, interest rates, inflation, credit, commodities and convertibles (see full list of supported financial instruments  and models) within a Microsoft Excel environment. UnRisk EXCEL builds on the UnRisk Library and extends the Mathematica interface with an Excel front end for quickly testing new deal types and portfolios across validation scenarios.

Key Benefits and Key Features

    • The valuation of individual structures under different models
    • Hundreds of deal types and nasty details fully implemented
    • The combination of SDE and PDE solvers and advanced calibration techniques
    • Microsoft Excel via a proprietary link with built-in parallelisation (UnRisk EXCEL only)
    • Data and valuation combined in one spread-sheet
 
UnRisk EXCEL
 

Licensing/Requirements

Licensing

The standard license is a single machine node-locked license (SML). But we also offer network licenses (NW), which allow the users to use UnRisk simultaneously within the network of their institution. The compute power of UnRisk EXCEL is defined by the underlying Mathematica license. Contact sales for further information.

Here you can find the license agreement.


UnRisk EXCEL requires

  • Mathematica
  • Microsoft Excel
  • Microsoft Windows Platform

Learn more about UnRisk EXCEL in our Factsheet

Download Factsheet

 

Pricing

Standard licenses are annual licenses. Perpetual licenses are available upon request. Please contact sales for further information.

 

Try out UnRisk Excel!

Please contact UnRisk Support to obtain your temporary UnRisk EXCEL license file.

Full as well as evaluation licenses are subject to the acceptance of the license agreement.  If you do not agree to be bound to the license agreement, do not download an evaluation copy.