PRICING ENGINE

UnRisk PRICING ENGINE enables the pricing and analytics of the most sophisticated deal types of equities, FX and interest rates.
UnRisk PRICING ENGINE is an ultra-fast pricing and calibration engine to solve the needs of front office professionals and product controllers for the immediate valuation of derivatives.

Customers enjoy the following key benefits

  • Immediate Results – it comes with instant instruments in 2 front-ends
    • UnRisk-Mathematica
    • Excel
  • High Accuracy and Robustness – numerical schemes are based on the most advanced solvers
  • High Performance Valuation - with built-in parallel computing UnRisk comes standard with computation kernels over multiple-core architectures, local or grid, fully supported by UnRisk-Mathematica and the Excel front-end.
  • Quick Development – the fast growing financial knowledge empowers the implementation of new instruments with minimal efforts
  • Better interpretation – results can be easily combined and visualized

UnRisk PRICING ENGINE offers a key benefit to its customers: They can build large books and receive a system with customized instruments in unprecedented short time, because unlike other systems we have integrated ultra-fast computational engines into the declarative development environment of Mathematica.