It might sound strange to emphasize simplicity in Derivatives Analytics. However, once you grab what we mean by simplicity it should be clear that this does not imply “over-simplification” or something similar.
There are—apart from being a Web-based solution—five main areas where DEXISION simplifies Derivatives Analytics:
- two screens: via one modeling and one analysis screen you can access all functions DEXISION provides—imagine: you only have to learn how to navigate two screens!
- building blocks: DEXISION’s modeling approach is object-oriented and there are only about 25 objects with which you can model structured equity derivatives, Bermudan swaptions, variable annuities and many more simple or complex financial products
- non-redundant modeling: in DEXISION, every risk factor and every financial product is modeled only once even if needed several times; this ensures consistency in modeling and valuation
- numerical method: our suite relies on one numerical method only, Monte Carlo simulation; it is the most flexible and powerful one and allows to visualize almost anything of interest
- global valuation: every financial product of interest is included in a single portfolio and is valued simultaneously and consistently; this allows to aggregate values and risks in a consistent manner
Read our presentation about “Derivatives Analytics On Demand—Simple and Web-based”.