The optimal Tool for Quantitative Analysis

UnRisk QUANT Mathematica is built on the UnRisk Library and can be extended by the UnRisk VaR MODULE and the UnRisk xVA MODULE. It comes with UnRisk Financial Language, a symbolic, domain specific language enabling developers to quickly develop quantitative finance solutions. It combines optimized pricing and calibration engines, programatically manipulated from its language front-end. Proven models for a broad variety of deal types are tuned by the most advanced numerical schemes and the inverse problems of model calibration are solved correctly. UnRisk QUANT comes with a vast variety of deal types and models.

Key Benefits and Key Features

    • The valuation of individual structures under different models, definition of stress tests and extensive what-if analysis
    • Hundreds of deal types and nasty details fully implemented
    • The declarative, symbolic programming style and tools for technology integration
    • The combination of SDE and PDE solvers - advanced calibration techniques
    • The production of dynamic visualization with so little source code that could be read on a smart phone
    • The calculation of xVA management ratios and exposures (optional)
    • The calculation of VaR including marginal and contribution VaRs across portfolios (optional)
 
 
UnRisk QUANT

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 QUANT Mathematica is defined by the underlying Mathematica license. Contact sales for further information.

Here you can find the license agreement.


UnRisk QUANT requires

  • Mathematica
  • Microsoft Windows\Linux\Mac OS X Platform

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Learn more about UnRisk QUANT in our Factsheet

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Pricing

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

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Try out UnRisk QUANT !

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

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