Today, Visixion changed its motto to “The Python Quants”.
Every once in a while, we think about what we are doing, how things have developed and where we stand. We concluded that “The Python Quants” tells exactly what we are doing. We are quants since we are concerned with mathematical finance, financial engineering and derivatives analytics. With . . . → Read More: The Python Quants
Dr. Yves J. Hilpisch, MD of Visixion GmbH, will speak again at this year’s PyCon DE conference which takes place again in Leipzig.
After a good start in 2011, PyCon DE will again take place in Leipzig. It starts on Monday, 29 October 2012, with tutorials and the University day. From 30 October to . . . → Read More: PyCon DE — Efficient Data Analysis with pandas and Derivatives Analytics with DEXISION
7 May 2012 — In April 2012, Visixion GmbH has launched a new offering—called DX Evo—for clients with highly individual demands when it comes to Derivatives Analytics.
Over the last couple of years, Visixion has been offering DEXISION—a suite that offers Derivatives Analytics On Demand in standardized an cost-efficient way. Building on this experience and taking into . . . → Read More: DX Evo launched—Our Suite for Demanding Clients
The vision behind DEXISION has always been to build a tool that implements “global valuation”. Global valuation is to be understood in the sense of a general market model according to the elegant valuation approach of Harrison and Pliska (1981). Large parts of this vision are available by now.
Back in 1998, in the midst of my . . . → Read More: The Story of DEXISION
DEXISION offers simple, Web-based Derivatives Analytics. This is the second post in a series that explains where the simplicity of our Web-based analytics suite stems from. This article’s topic is the construction kit approach of DEXISION.
When it comes to Derivatives Analytics, you find different financial engineering and modeling approaches followed by market players:
self-made: of course, you . . . → Read More: Simplicity Principle No. 2: Construction Kit Approach
DEXISION offers simple, Web-based Derivatives Analytics. This is the first post in a series that explains where the simplicity of our Web-based analytics suite stems from. We start today with the single numerical method, Monte Carlo simulation.
From the beginning on, we knew that we wanted to be able to value complex derivative instruments with, for example, . . . → Read More: Simplicity Principle No. 1: Single Numerical Method
This article provides some examples of DEXISION’s modeling capabilities in the area of interest rate sensitive products.
Caplets, swaptions and Bermudan swaptions are important derivative instruments. This article provides a presentation and a video demonstrating how to model and value these instruments with DEXISION—our On Demand Derivatives Analytics suite.
To ease the . . . → Read More: Caplet, Swaption, Bermudan Swaption
DEXISION is Visixion’s Web-based Derivatives Analytics suite which implements a completely new approach to derivatives pricing and management.
A recent study revealed how burdensome it can be to develop derivatives analytics in-house: “Celent’s analysis suggests that firms pursuing in-house efforts for derivative analytics require an upfront investment of at least $9 million.” (see Celent Website). However, for . . . → Read More: DEXISION—A Google for Derivatives