Derivatives Expert IV
Innovative Securities and Derivatives Analysis Software
Derivatives Expert IV is a complete, fully integrated suite
of functions for easily doing complex financial analysis and engineering for
exchange and over-the-counter (OTC) traded securities
and derivatives. Derivatives Expert fills a unique niche in the
market for high-end financial analysis tools by providing financial
engineers with an easy-to-use desktop environment for exploring,
prototyping, and testing financial models without the programming
overhead of larger, less-integrated systems. This environment makes Derivatives Expert an indispensable tool for all serious financial analysts, whether quants, traders, investment bankers, portfolio managers, treasurers, financial consultants, risk managers, or academics.
- Derivatives Expert is comprehensive.
Derivatives Expert and Mathematica combine to provide a
full range of financial analysis tools, enabling users to become
productive quickly and optimally. The latest version of Derivatives
Expert provides over 500 symbols, functions, arguments, and
optionals. This time-saving program now also includes many functions for
simulating prices (valuing) and simulating price paths (value over time),
whether unidimensionally (one security or derivative) or
multidimensionally (many securities or derivatives), taking correlations
into account. Extensive specialized packages are also included for bonds,
mortgage-backed obligations, floaters, forwards, swaps, and options. To
ensure that users are supported from the beginning, Derivatives
Expert includes extensive online documentation spanning hundreds of
pages that provide background material, exact function descriptions and
definitions, a user's guide, a reference manual, and detailed programming
- Derivatives Expert is flexible and extensible.
Building on the clean, consistent, and modular design of the
Mathematica programming language, Derivatives Expert
provides a uniquely flexible environment for customizing functions and
doing modern financial engineering. The focus in Derivatives Expert
is not only on single financial products, but also on the construction of a framework containing a wide variety of financial instruments in a unified way. As a result, it is easy for users to mix and blend the functions of Derivatives Expert and to expand the system with new functionality (e.g., new financial instruments) using the extensive functionality within the Derivatives Expert–Mathematica environment.
As a 100% compatible Mathematica application package, Derivatives Expert can be combined with other packages, such as Mathematica Link for Excel, to create your individual, custom-designed solutions.
- Derivatives Expert is also for large IT deployments.
All the strengths of Mathematica for large IT deployments are
directly available for utilization by Derivatives
Expert users, including but not limited to distribution of
calculations to several computers, connecting to multiple databases,
connecting to market data sources, web integration, and so on. In other
Derivatives Expert can be used in production environments at
academic or financial institutions such as banks and
About the Developer
Sinan Gabel has worked in stock broking, asset management/fund
management, treasury, consulting and risk management within banks, life
insurance, and management consulting, mainly in Scandinavia and Luxembourg. Sinan Gabel holds a master's degree in mathematics/economics from the
University of Aarhus, specializing in finance, macroeconomics, and
econometrics. He is the founder of Innova Financial Solutions and has used Mathematica since 1994.
Derivatives Expert is developed and supported by Innova Financial Solutions.
Innova Financial Solutions
c/o Yard gallery
D-1432 Copenhagen K
email support: firstname.lastname@example.org
information on Derivatives Expert is available from Innova
Derivatives Expert IV requires
Mathematica 7, 8, or 9 and is available for all Mathematica platforms.