Numerical Analysis for Risk Management

Software for Hedging Simulation, Option Pricing, and Risk Management

Simulation tools are necessary for understanding many problems related to valuation of complex securities, risk management, and hedging. In addition, simulations are often the only way to address intra-portfolio correlations that cannot be captured by closed-form mathematical solutions. We provide a full range of solutions, from programming of mathematical models to development of rich user interface designs that allow managers and attorneys to see how solutions work.


We work with Linux, SQL, Perl, PHP, Apache, Javascript, C, C++, Mathematica, and other programming and systems tools. We tailor solutions to all common computer systems.