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UnRisk

UnRisk is a tool designed to combine speed with precision in the analysis of financial derivatives. By integrating Mathematica with optimized C++ libraries, UnRisk provides the only ready-built solution that offers both the flexibility of a high-level programming language and the speed necessary for production use. 

Designed for use by quantitative analysts, traders, risk managers, treasurers, and product designers, UnRisk can be used from within the Mathematica front end or, with the addition of Mathematica Link for Excel, as a spreadsheet add-in. 

Key capabilities of UnRisk include valuation of equity and interest rate derivatives; calculation of implied volatility, hedge, and sensitivity parameters; sensitivity analysis with respect to market data; insight into complex contracts by means of graphical exploration; rapid modeling, configuration, and parameterization; and "what-if" analysis with respect to contractual rules and potential market developments.

The UnRisk application package is developed and supported by UnRisk Consortium, made up of MathConsult GmbH and UNI SOFTWARE PLUS GmbH. 

More information on UnRisk

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