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Derivatives Expert 2
Securities and Derivatives Analysis Software for Professionals

Derivatives Expert 2 is a complete, integrated suite of functions for doing complex financial analysis and engineering with respect to many exchange and Over-The-Counter (OTC) traded securities and derivatives.

Derivatives Expert offers an easy-to-use desktop environment for exploring, prototyping, and testing financial models, without the programming overhead of larger, less-integrated systems. It can be used by all serious financial engineers: analysts, brokers, traders, investment bankers, portfolio managers, treasurers, and financial consultants.

Derivatives Expert and Mathematica combine to provide a full complement of financial analysis tools, enabling users to become productive quickly. The latest version of Derivatives Expert provides approximately 428 symbols (functions, arguments, and optionals), has been fully updated to Mathematica 4, and now includes many functions for pricing "exotic" options.

Specialized packages are also included for Bonds, Mortgage Backed Obligations, Floaters, Forwards, Swaps, and Standard Options. To insure that users are supported from the very beginning, Derivatives Expert includes extensive online documentation, including background material, a user's guide, reference manual, and detailed programming examples.

Derivatives Expert provides a flexible environment for customizing functions and doing modern financial engineering. Its focus is not on single financial products but on the construction of a framework that can contain all financial instruments in a unified way. The end result is that it is very easy for users to expand the system with new functionality and support of new financial instruments.

As with any Mathematica application package, Derivatives Expert can be combined with other commercial packages to create a custom-designed solutions to individual problems. With Mathematica Link for Excel, for example, Derivatives Expert functionality can be incorporated into the familiar environment of Excel. Or, with the new Database Access Kit, any ODBC compliant database may be linked to Derivatives Expert for added data management capabilities.

Derivatives Expert 2 requires Mathematica 4 and is available for Windows 95/98/NT, Macintosh, and most Unix platforms. It is supported and developed by Innova Financial Solutions (email:; web:

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