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.

The Story of DEXISION

By yhilpisch, on March 14th, 2011%

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

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Simplicity Principle No. 1: Single Numerical Method

By yhilpisch, on August 27th, 2010%

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

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