Our team of experienced FX Options desk quants and structures has developed a pricing library and an excel-based structuring wizard. Generating an FX-smile surface from raw market data and pricing exotic options is now available at an affordable price.

A Vanilla Version covers all you need for the smile surface and vanilla options.

A Structurer’s Version includes first generation exotics under Black-Scholes and vanna-volga model.

The Quant Version allows risk analysis of exotic options under stochastic and local volatility models.

All models are completely documented and standardized, so they can serve as a reference for accounting.

| Try it out on our online calculator!

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This is a DLL and excel front-end for simple interest rate calculations including current developments on the market. Creating discount curves has become tricky. Here is our solution.

Looking for the accurate Discount Curve configurable to the individual risk-profile?

Need the Forward Rates Surface consistent with the quoted market rates?

Want to quickly price Swaps, Caps and Floors?

Product Flyer | Detailed documentation online!

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Allows analysing and comparing investment strategies, especially for the long term, with and without guarantees. You enter how you want to invest (one-time, yearly, monthly), we compute federal bonus payments and the distribution of the capital available when you retire.
The strategies include:

We use a jump diffusion model and allow arbitrary investment strategies and fee structures, with a special focus on the German Riester-Rente. Our Investment Simulator has been used for comparative studies ordered by DWS, AXA, EURO-Magazin.

Produktinformationen auf Deutsch: Riester Rechner | Zusammenfassung zu Garantiemodellen auf Deutsch | Weitere Publikationen

With more than 800 copies sold throught the world, this book is a wonderful opportunity to gain knowledge and insight in the area of FX Risk. The original book, edited by Jügen Hakala and Uwe Wystup came out in 2002 as a Risk Publication. In 2008, the new softcover reprint was issued and can now be ordered directly from RiskBooks.com

For more information about this book please click here .

Written by Uwe Wystup, the book was published in 2006 by Wiley Finance. This book explains the most popular products and strategies with a focus on everything beyond vanilla options, dealing with these products in an accessible manner, giving practical applications and case studies.

For more information about this book please click here .

We have managed to condense on 6 pages decades of practical knowledge, thus making the cheat sheet an everyday easy to carry-on reference manual and it also contains all you need to know as a quant to pass exams and interview questions!
With The Ultimate Quant Cheat Sheet project we support local charity organizations (Frankfurter Tafel, Gandhi Kinderhilfe) in order to have a more active role in the community and also to uphold our social responsibilities. For this purpose 8.00 EUR will be donated for each purchased cheat sheet.

For more information please click here .

Pricing and hedging tools for derivatives in C++, Mathematica, Visual Basic