We Speak at Wolfram Technology Conference 2012

We not only attend the Wolfram Technology Conference 2012 but also speak. In "UnRisk-Q Instrument Builder" we will point out how the UnRisk-Mathematica programming framework makes the development of an individual valuation system easy using a high-level domain-specific language. Our latest developments drive this even further. Quant developers are now able to write arbitrary coupon schedules of structured products in Mathematica and the valuation is then performed by the blazingly fast but accurate UnRisk pricing and calibration engines.

In the talk we will show a range of callable/putable, interest rate, inflation or FX linked structured products that can be easily set up with this powerful new feature.

With UnRisk-Q we have unleashed the programming power behind the UnRisk FACTORY, our flagship solution for advanced risk management processes.

It is really amazing, how our decision for hybrid programming with Mathematica pays back. Even the most complex components can be tied together so easily. I characterize our developments as whirlwind programming: domain-specific and  declarative programming enables the swift creation of new features that are blazingly fast bay calling performance-optimized engines utilizing the new computing muscles.

We really look forward to joining Wolfram and other developers and users at the conference.