Theta Suite 2.3: Concentration on speed
- A new release of Thetaris' flagship product is now available. Theta Suite allows valuation, hedging and risk management of any financial contract. The focus lies on exotic structures, especially Variable Annuities.
For this release, besides many minor improvements, Thetaris focused on minimal initialization time and significant speed-up during aggregation processes. Furthermore the newest version of Theta Suite is now fully compatible with the Matlab 2014a. So it supports all Matlab versions since 2007b.
A new feature is the integration of a very efficient variance reduction technique. This technology allows running a simulation with only about one tenth of the scenarios while keeping the accuracy.
For more information please follow the link: http://www.thetaris.com/thetasuite/
1 comment:
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