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.

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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Caplet, Swaption, Bermudan Swaption

By yhilpisch, on August 14th, 2010%

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

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