Research

NEW BOOK: "Derivatives Analytics with Python"

Derivatives Lecture at Saarland University

Fast Monte Carlo Valuation of American Options with Stochastic Volatility

RECENT CLIENT PROJECT

Visixion GmbH has developed and conducted a focused Python training for selected people at Eurex, one of the world's leading derivatives exchanges. The major goal is to replace in certain areas a heterogeneous IT infrastructure (including, amongst others, Matlab and R) by Python as the main programming environment. Requirements are increased productivity, fast development cycles, easy collaboration, easy-to-maintain solutions and high performance.

DEXISION In The Press

DEXISION mentioned in the March 2010 Cover Story of Wilmott Magazine as first Derivatives Analytics suite based on the Python programming language. Read the whole Story.

EuroPython 2012 — Talk and Training

By yhilpisch, on May 17th, 2012%

For the second time, Dr. Yves J. Hilpisch, MD of Visixion GmbH, will speak and give a training at the EuroPython conference in Florence.

This year’s EuroPython 2012 conference will again take place in Florence, Italy. It starts on Monday, 02 July 2012, and lasts until Sunday, 08 July 2012. Dr. Hilpisch will present at the . . . → Read More: EuroPython 2012 — Talk and Training

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Simplicity Principle No. 2: Construction Kit Approach

By yhilpisch, on March 11th, 2011%

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

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Numerical Methods for the Market-Based Valuation of Options

By yhilpisch, on October 21st, 2010%

A new financial engineering and derivatives analytics course at the Saarland University, Saarbruecken, Germany.

Dr. Yves Hilpisch, Managing Director of Visixion GmbH, holds a lecturer position in mathematical finance at the Saarland University since 1 October 2010. During the Winter Term 2010/2011 he will give a course about “Numerical Methods for the Market-Based Valuation for Options”. The . . . → Read More: Numerical Methods for the Market-Based Valuation of Options

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