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.

Market-Based Valuation with Calibrated Objects in DEXISION

By yhilpisch, on February 25th, 2011%

Calibration of financial models is both science and art—and a really demanding task sometimes. Visixion recently added a number of pre-calibrated objects to DEXISION to allow for a simple and fast valuation of derivatives in a market-consistent manner.

Of course, every specific market-based valuation or pricing task leads in general to specific requirements regarding the calibration of . . . → Read More: Market-Based Valuation with Calibrated Objects in DEXISION

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