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.

Python for Finance (I) — Compact and Fast

By yhilpisch, on July 20th, 2012%

Python is a multi-purpose programming language and many people use Python for everything but their core applications. However, Python can even be used for compute-intensive tasks like Monte Carlo simulation — a common numerical method in Finance in general and Financial Engineering in particular.

Monte Carlo simulation (MCS) is a quite flexible numerical method, in particular when . . . → Read More: Python for Finance (I) — Compact and Fast

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