A Workout in Computational Finance
21. September 2015
Robust Calibration of Local Volatility Models
22. September 2015
UnRısk Pricing Engine 8.1 Released
Today UnRısk announced it has released UnRısk 8.1, an enhanced version of UnRısk QUANT and the UnRısk PRICING ENGINE. This release is free for all UnRısk Premium Service users and will be shipped to all new customers immediately. The UnRısk PRICING ENGINE has been introduced 2001. Now, UnRısk 8.1 is the 22nd release.
New in UnRısk 8.1
- Extensions to the multicurve framework and additional possibilities for setting up scenarios.
Quantsourcing
UnRısk QUANT is offered to quant developers as culmination of the co-evolutionary development of the bank-proof UnRısk PRICING ENGINE and UnRısk BANK. It integrates blazingly fast pricing and calibration engines written in C++ into Mathematica 10.3.
"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 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 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.
