Fast. Accurate. Complete Evidence. Wide Access.

UnRisk PRICING ENGINE

When accurate derivatives analytics counts

Enabling the pricing and analytics of the most sophisticated deal types of equities, FX and interest rates.

See full list of supported financial instruments.

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 benefits from using the UnRisk PRICING ENGINE:

Immediate Results – it comes with instant instruments in 2 front-ends
- Mathematica
- Excel
High Accuracy – numerical schemes are based on the most advanced solvers
- Adaptive Integration
- Finite Elements and Streamline Diffusion
- Regularization techniques for calibration
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

These capabilities result in better trading decisions and an improvement of the assessment of product risk

UnRisk PRICING ENGINE offers a key benefit to its customers:
They can build large books and receive a system with customized instruments. Their solution will always stay compatible with future releases, because unlike other solutions that are built upon libraries and add-ins, ours combine computational engines with Mathematica's declarative programming Environment with a high-level Excel link.

UnRisk PRICING ENGINE 2.6 released

See release notes.

Download a product overview PDF

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UnRisk FACTORY

Enabling the fast risk analytics of portfolios with sophisticated deal types.

See front-end prototype.

UnRisk FACTORY is a risk analytics platform used to valuate portfolios of a broad variety of instruments in scenarios in a high performance computing environment with web access.

Banks, capital management firms, hedge funds, … enjoy the following benefits from using the UnRisk FACTORY

Faster Time-to-Insight – thousands of positions across scenarios are Valuated in short time
High Accuracy – computational speed allows for uncompromised model precision
Complete Evidence – all valuations are made persistent for unlimited historical analysis
Wide Access – via an easy to use web front-end
Lower Total Cost of Ownership – high throughput with a high utilization of a minimalist infrastructure

UnRisk FACTORY offers a key benefit to customers:
Based an scalable grid-computing it can valuate many thousands of instrument positions across hundreds of scenarios over night.

It integrates a grid-enabled version of the UnRisk PRICING ENGINE with an application data base and an import/export adapter, all accessible from a simple web browser.

Get further information from: UnRisk Sales.