Third-Party Products & Services
Theta Suite
Module for pricing structured financial products and analysis of trading strategies
Highlights
- Generation of MATLAB code from financial model descriptions
- Easy access to user-defined MATLAB functions
- Definition of stochastic models in MATLAB
- Intuitive result reporting
- Evaluation of dynamic trading strategies
- Determination of optimal dynamic hedging strategies
Description
Theta Suite software offers support for every task involved in the financial engineering process. Designing models of financial products is facilitated by the intuitive description language ThetaML. Analysis of these models can be conducted automatically without the need for complicated computer programming, enabling engineers to quickly assess the effects of design changes. Results can be presented and communicated in a comprehensible way.
Theta Suite is provided as a MATLAB toolbox. It contains features for generating MATLAB code from the ThetaML description of the financial model, and for displaying and analyzing the results of financial simulations.
MathWorks products required
Support
- Fax
- Telephone
Platforms
- UNIX
- Windows
Industries and Tasks
- Data Acquisition or Import
- Data Modeling, Analysis, Visualization
- Financial Services
- Computational Finance
Thetaris
Leopoldstrasse 244
Munich, 80807
GERMANY
Tel: +49 89 208039 480
E-mail
Web:
www.thetaris.com
