UnRisk

DO MORE WITH LESS

More improved scenario analysis with shorter time-to-insight with improved responsíveness but lower system cost.

Letter from UnRisk CEOs

UnRisk PRICING ENGINE

Study the instrument list
Download the full product

UnRisk FACTORY

Download an UnRisk overview
See the front-end prototype

White Papers

Finite Elements and Streamline Diffusion
Calibration Problems - An Inverse Problem View
Principal Component Application to VaR Calculation
How UnRisk is Built - A View behind the Curtain

Web Resources

UnRisk Blog
UnRisk Twitter Feed

UnRisk PRICING ENGINE
3.1 RELEASED This ultra-fast derivatives analytics platform grew into its 15th major release in 6 years. It is for QF programmers who want to have access to their multi-core power. It applies the built-in parallel computing of Mathematica 7. UnRisk FACTORY
1.3 RELEASED This brand-new product is a risk analytics platform used to valuate portfolios across scenarios in a high performance computing environment with web access.
Ultra-fast VaR calculation.

To valuate 500 moderately complex instruments with approx 10 sec / valuation across 1.000 historical change scenarios, took sixty days. Make it in a coffee break, requires a speed up of 10.000.

UnRisk multiplies speed-up

Principal component application × GPU co-processing × parallel multi-core utilization