accurate derivatives analytics

A MathConsult Solution for

Traders, Treasurers, Structurers who want a solution for:

powerful derivatives pricing & analytics
easy- to-use-instrument building
visual exploration of complex contracts

Quants, Structurers and Risk Managers who search for:

quick modeling-, configuration- and customization capabilities
what-if analysis with respect to contractual rules and market developments

Designed for Professionals

As a universal tool for fast-paced and accurate valuation of financial derivatives and quick instrument building, it combines

a computationally optimized numerical engine realized in C++
the declarative programming, symbolic computation and visualization capabilities of Mathematica
task-oriented front-ends (Excel, Mathematica)

Broad Deal Coverage

The UnRisk PRICING ENGINE covers a large variety of

equity based
FX based
interest-rate based

derivatives and structures.

It supports contract features like

early exercise
discrete dividends
callable/putable interest instruments
rounding rules for floating payments
in-arrears structures.

Accuracy and Speed

The numerical schemes for the pricing of financial derivatives are based on Adaptive Integration and Streamline Diffusion, which typically need drastic fewer time steps and guarantees that key dates and conditions - like dividend days, coupon days, barriers - are always hit.

Availability, Pricing and more

The UnRisk consortium is built of MathConsult and uni software plus. For more information visit UnRisk.com.