Innovative Securities & Derivatives Analysis Software for Professionals

Derivatives Expert III is a complete, fully integrated suite of functions for doing complex financial analysis and engineering with respect to most exchange and Over-The-Counter (OTC) traded securities and derivatives. Derivatives Expert fills a unique niche in the market for high-end financial analysis tools by providing financial engineers with an easy-to-use desktop environment for exploring, prototyping, and testing financial models without the programming overhead of larger, less-integrated systems. This makes Derivatives Expert an indispensable desktop tool for all serious financial analysts, brokers, traders, investment bankers, portfolio managers, treasurers, and financial consultants. In addition Derivatives Expert fits directly with large, high-performance network systems such as webMathematica, IBM WebSphere and Oracle.

 Derivatives Expert is complete.

Derivatives Expert and Mathematica combine perfectly to provide a full complement of financial analysis tools, enabling users to become productive quickly and optimally. The latest version of Derivatives Expert provides 500 symbols, functions, arguments, optionals, has been fully updated to Mathematica 4.2, and now includes many functions for pricing exotic derivatives, doing Monte Carlo simulations, accessing SQL-databases such as Oracle and outputting XML. Specialized packages are also included for Bonds, Mortgage Backed Obligations, Floaters, Forwards, Swaps, Options and Exotics. To insure that users are supported from the very beginning, Derivatives Expert includes extensive 800-page online documentation, including background material, exact function descriptions & definitions, a user's guide, a reference manual, and detailed programming examples.

 Derivatives Expert is flexible.

Building on the clean, consistent, and modular design of the Mathematica programming language, Derivatives Expert provides a uniquely flexible environment for customizing functions and doing modern financial engineering. The focus in Derivatives Expert is not on single financial products but on the construction of a framework that can contain all financial instruments in a unified way. The end result is that it is very easy for users to expand the system with new functionality and support of new financial instruments, even very complex ones such as a Power Reverse Dual Currency Bermuda Swap, for example.

 Derivatives Expert is extensible.

Derivatives Expert can be combined with other commercial packages to create a custom-designed solution to your individual problem. With Mathematica Link for Excel, for example, Derivatives Expert's functionality can be incorporated into the familiar environment of Excel. Derivatives Expert now includes its' own general JDBC-based database integration module that may be linked to Oracle, MySQL or other SQL-based database systems. In addition Derivatives Expert fits directly with large, high-performance network systems such as webMathematica, IBM WebSphere and Oracle.