New in UnRısk 8

• The large number of model calibration features has been extended by the possibility to calibrate interest rate models to normal (Bachelier) volatilities.
• A comprehensive Multi Curve Framework is included for calibration and valuation.

Quantsourcing

UnRısk QUANT is offered to quant develpers as culmination of the co-evolutionary development of the bank-proof UnRısk PRICING ENGINE and UnRısk FACTORY. It integrates blazingly fast pricing and calibration engines written in C++ into Mathematica.

"Making UnRısk 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 UnRısk consortium.

"UnRısk's engines perform blazinly fast and are adapted to the state of the art computing muscles - each UnRısk 8 seat support now 8 computationals kernels in parallel (instead of 4 in previus releases)", says Herbert Exner, head of business development. "But this is only one reason why quants enjoy using UnRısk. 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.

UnRısk offers identical deal type coverage, models and methods across all UnRısk products. UnRısk QUANT offers the VaR Universe and an access kit to the UnRısk FACTORY data base. It is also available as webUnRısk.