Website relaunched including online demo

Thetaris is pleased to announce the relaunch of its website.

Our new design provides customers with a quick and comfortable access to Thetaris' online offerings as well as a better overview about our products and services.

We are also proud to present a new online demo. Theta Playground demonstrates the power and simplicity of ThetaML, the domain-specific modelling language that is the backbone of our “Computer Aided Finance” method.


Thetaris featured in Wilmott magazine

The September issue of Wilmott Magazine features an interview with the Thetaris management, where we explain our vision of next-generation financial engineering.


11th Symposium on Finance, Banking, and Insurance

— December 17-19, 2008 —

Thetaris sponsors the 11th Symposium on Finance, Banking, and Insurance in Karlsruhe.
The conference traditionally serves as a meeting point and link between theory and practice. With this concept the conference has become the largest of its kind in the German-speaking countries. Thetaris underlines with his engagement their role as solution provider in the area of risk analysis software.


Quant Congress Europe 2008

— November 04-06, 2008 —

Witness the latest innovations in the derivatives world at this years Quant Congress Europe. Thetaris invites you to stop by our booth and discuss what next-generation financial engineering is all about. With Theta Proxy RM - the Potential Future Exposure (PFE) machine and Theta Suite - the Monte Carlo Simulation tool we will present our new financial modeling solutions.


PRMIA event sponsored by Thetaris

— June 2, 2008 —

Prof. Christian Bender talks about "State-of-the-art option pricing by simulation”. See event description at PRMIA (Professional Risk Managers’ International Association) for more info.


Option pricing with Monte Carlo methods is often required for estimation of precise market-risk. However, until recently pricing securities with early exercise or issuer's call features remained practically infeasible in simulation settings. The main challenges for practical usage of an option valuation by simulation is the avoidance of nested simulation and the estimation of confidence bounds of the price. Using practical examples, this talk will outline the recent developments satisfying these requirements.