-Q  Blazing Business. Think It. Build It. 

UnRisk-Q comes with a domain specific front-end enabling developers to quickly develop quantitative finance solutions in a compute - develop - deploy cycle. 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-Q is now at version 5. It come not only with a variety of new deal types, models and a VaR Universe atop it but the optimized support of NVIDIA Tesla 20 series GPUs

White Paper: Risk Analytics in Time

What Quants will enjoy from using UnRisk-Q

  • 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 programming style and tools for technology integration
  • Built-in parallel computing and NVIDIA Tesla 20 series GPU's support
  • 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
  • Its low total cost of ownership

webUnRisk

the option to deploy high-powered UnRisk applications as interactive websites. It's powered by webMathematica's robust, automatic server deployment that scales for high traffic and works with modern web services and standards.

VaR Universe

We have developed one of the most comprehensive VaR system. VaR can be calculates across the major methods - historic, parametric, Montecarlo - and a vast variety of risk factors. The calculations produce cubes of VaRs spanning the portfolio VaR into individual, component and composite VaRs providing a deeper understanding of sources and impact of different risk factors.  

See: UnRisk VaR Universe