tag:blogger.com,1999:blog-85050771322515699162024-02-18T20:50:02.989-08:00Thetaris LatestThetaris Latest: Read all about professional financial modeling with Theta Suite and Monte Carlo Simulation.Andreas J. Grauhttp://www.blogger.com/profile/04953317693421479098noreply@blogger.comBlogger53125tag:blogger.com,1999:blog-8505077132251569916.post-22485374146926840752019-10-11T04:05:00.002-07:002019-10-11T04:05:50.523-07:00November 7, 2019 : NachhaltigkeitsrisikenPRMIA Frankfurt präsentiert Nachhaltigkeitsrisiken - Risikomanagement und Anforderungen der Aufsicht. Das Thema 'Nachhaltigkeit' gewinnt in allen Bereichen des öffentlichen Lebens mehr und mehr an Bedeutung. Auch im Finanzsektor beschäftigt man sich seit mehreren Jahren intensiv u.a. mit Klimarisiken und nachhaltiger Finanzierung. Einerseits haben verschiedene Initiativen auf nationaler und Andreas J. Grauhttp://www.blogger.com/profile/04953317693421479098noreply@blogger.com0tag:blogger.com,1999:blog-8505077132251569916.post-36380346108367444142019-05-15T01:37:00.000-07:002019-07-07T01:40:07.752-07:00Continuous Testing MeetupThere is a cool meetup coming up about test automation:Date: Thursday, May 23rdTime: 6:00 PMLocation: WeWork, Stresemannstraße 123, Berlinhttps://www.meetup.com/de-DE/continuous-testing-meetup-berlin/events/260127011/?eventId=260127011Andreas J. Grauhttp://www.blogger.com/profile/04953317693421479098noreply@blogger.com0tag:blogger.com,1999:blog-8505077132251569916.post-30335393078048705962019-02-01T01:41:00.000-08:002019-07-07T01:44:27.001-07:00Test Automation Day 2019Test Automation Day is a multi-tracks software testing conference organized for software testers and IT professionals in the Netherlands. It features talks and workshops by international speakers focused on Test Automation. The Test Automation Day Netherlands offers the opportunity to interact with world class speakers about innovative automated testing methods, technologies, strategies and Andreas J. Grauhttp://www.blogger.com/profile/04953317693421479098noreply@blogger.com0tag:blogger.com,1999:blog-8505077132251569916.post-51569060368830674372019-01-23T04:48:00.000-08:002019-01-23T04:49:28.678-08:00The Beauty of a DSL for Finance
With Theta Suite you can structure and evaluate any financial product or trading strategy faster and more accurate than ever before. Thus any exotic product or complex hedging strategy looses it´s magic.
How is this possible?
The coding language ThetaML serves only one goal: optimally define financial products, trading strategies and evaluation models (e.g. stochastic models). It does Unknownnoreply@blogger.com0tag:blogger.com,1999:blog-8505077132251569916.post-49136618435398800522016-05-27T03:28:00.000-07:002016-05-27T03:28:32.631-07:00June 14th - PRMIA Event with Tom Wilson on Value and Capital Management
PRMIA Munich is proud to invite you to a presentation by Tom Wilson on:
Value and Capital Management: A New Era for Insurers
Abstract:
Given today’s environment, characterized by tepid economic growth, highly volatile capital markets, record low interest rates and risk-based Solvency II regulation, capital management and value management are becoming synonymous.
Against theseThetaris Masterhttp://www.blogger.com/profile/05315903017170268877noreply@blogger.com1tag:blogger.com,1999:blog-8505077132251569916.post-55280253396546085482016-03-10T08:06:00.001-08:002016-03-10T08:07:04.733-08:00Theta Suite 3 available now
All kinds of structured financial products, especially Variable Annuities (VAs), can be described via ThetaML - the programming language for all Thetaris products including Theta Suite.
With the brand new developed Java backend ThetaML Compiler the product development of VAs will be even more simplified. Furthermore, existing VAs can easily be migrated in ThetaML, enabling a simplified data Thetaris Masterhttp://www.blogger.com/profile/05315903017170268877noreply@blogger.com2tag:blogger.com,1999:blog-8505077132251569916.post-50554366349292302932015-10-13T02:04:00.000-07:002015-10-13T02:04:26.803-07:00November 10th - PRMIA Event on Cyber Risk: Threats and Mitigation StrategiesPRMIA Munich is proud to invite you to an Expert Panel on:
Cyber Risk: Threats and Mitigation Strategies
This chapter meeting of PRMIA Munich adresses important cyber risk themes by an expert panel of practitioners from IT - software, hardware, security, insurance, and consulting discussing about:
Anecdotal evidence about cyber risks - examples for various Thetaris Masterhttp://www.blogger.com/profile/05315903017170268877noreply@blogger.com1tag:blogger.com,1999:blog-8505077132251569916.post-55698218842291687402014-12-12T04:35:00.000-08:002014-12-12T05:31:00.034-08:00Theta Suite Release Fall 2014 is available now
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 duringThetaris Masterhttp://www.blogger.com/profile/05315903017170268877noreply@blogger.com0tag:blogger.com,1999:blog-8505077132251569916.post-8557602228097809182014-12-12T04:07:00.000-08:002014-12-12T04:07:16.108-08:00Press release: Who is happy in the finance community?
Thetaris developed a crowdsourcing platform, that gives the answer.
Shortly before years’ end, Thetaris asks the finance community for their input regarding the economic and financial expectations for 2015 (please see: who-is-happy.com). How happy are you with job, career, work, infrastructure. What are your expectations for economic and financial development in different regions of the Thetaris Masterhttp://www.blogger.com/profile/05315903017170268877noreply@blogger.com1tag:blogger.com,1999:blog-8505077132251569916.post-47770061424319505002014-11-04T02:12:00.000-08:002014-11-04T02:12:06.205-08:00November 12th - PRMIA Event on Managing Systemic ExposurePRMIA Munich is proud to invite you to a presentation by Dr. Federico Galizia on:
Managing Systemic Exposure
Prior to the financial crisis, exposure to systemic entities had been assumed to be largely risk free. Yet the exposures were not risk free. The losses were catastrophic and set the whole system back in reverse. Today’s systemic entities trade with each other onThetaris Masterhttp://www.blogger.com/profile/05315903017170268877noreply@blogger.com1tag:blogger.com,1999:blog-8505077132251569916.post-73043021674638157972014-10-10T03:44:00.001-07:002014-10-10T03:44:04.111-07:00October 13th - PRMIA Event on Operational Risk ManagementPRMIA Munich is proud to invite you to a presentation by Dr. Ariane Chapelle on:
Recent developments in Operational Risk Management
During this talk we will cover the aspects of ORM for financial institutions gaining traction over the recent years as best market practice. These include: risk appetite, tolerance and risk limits; preventive key risk indicators, scenario identification and Thetaris Masterhttp://www.blogger.com/profile/05315903017170268877noreply@blogger.com2tag:blogger.com,1999:blog-8505077132251569916.post-81106125508047983752014-07-10T01:15:00.000-07:002014-07-10T01:17:50.543-07:00July 22nd - PRMIA Event on Energy and RiskPRMIA Munich is proud to invite you to a presentation by Prof. Rüdiger Kiesel on:
Energy and Risk
During the talk various aspects of risk and uncertainty relating to energy and climate change will be illustrated. It will start with a general discussion of the concepts of risk and risk management. Using the valuation of power plants as an example the impact of model risk will be investigatedThetaris Masterhttp://www.blogger.com/profile/05315903017170268877noreply@blogger.com0tag:blogger.com,1999:blog-8505077132251569916.post-11379808601017071352014-01-31T02:13:00.001-08:002014-01-31T02:14:01.435-08:00Feb.25th - PRMIA Event on Liquidity Risk Management
PRMIA Munich is proud to invite you to our first chapter meeting in 2014 with a presentation by Dr. Carlo Acerbi on:
Liquidity Risk Management - New trends, challenges and instruments for the financial industryAbstract:
This presentation provides a theoretical overview of an innovative approach recently developed by MSCI for the measurement of asset liquidity - LiquidityMetrics. Driven by Andreas J. Grauhttp://www.blogger.com/profile/04953317693421479098noreply@blogger.com0tag:blogger.com,1999:blog-8505077132251569916.post-8783992264164802972014-01-07T04:29:00.001-08:002014-01-07T04:29:18.487-08:00New Thetaris Research in Open Journal of Statistics
High-Dimensional Regression on Sparse Grids Applied to Pricing Moving Window Asian Options
Author(s)
Stefan Dirnstorfer, Andreas J. Grau, Rudi Zagst
ABSTRACT
The pricing of moving window Asian option with an early exercise feature is considered a challenging problem in option pricing. The computational challenge lies in the unknown optimal exercise strategy and in the high dimensionality Andreas J. Grauhttp://www.blogger.com/profile/04953317693421479098noreply@blogger.com0tag:blogger.com,1999:blog-8505077132251569916.post-60981694692071648002013-10-22T03:16:00.000-07:002013-10-22T03:16:40.685-07:00Theta Proxy XL works with FinAnSu
Theta Proxy XL is optimized for FinAnSu: A library for free real-time data acquisition in MS Excel. That means, people can try Theta Proxy XL with free real-time data and without the need to link into Bloomberg or tompson reuters.
The real time data in FinAnSu is the data feed from Google, yahoo or Bloomberg and is delivered directely into MS Excel. The free data is Andreas J. Grauhttp://www.blogger.com/profile/04953317693421479098noreply@blogger.com0tag:blogger.com,1999:blog-8505077132251569916.post-77841239889828406562013-07-10T05:08:00.000-07:002013-07-10T05:08:32.991-07:00Oct. 1st, 2013: Workshop on Domain-Specific Languages for Financial Systems at 16th International MODELS Conference
MODELS is the premier venue for the exchange of innovative ideas and experiences of modelbased approaches in the development of complex systems and will take place from the 29th of September through 4th of October in Miami/USA:
The MODELS 2013 will continue the MODELS history in providing the top forum for researchers and practitioners to meet and share experiences in software and systems Thetaris Masterhttp://www.blogger.com/profile/05315903017170268877noreply@blogger.com0tag:blogger.com,1999:blog-8505077132251569916.post-51919611258621545052013-04-02T04:34:00.000-07:002013-04-02T04:34:03.562-07:00Functions in ThetaMLMany users asked for the introduction of function call into ThetaML. Since today, we provide a test release of Theta Suite version 2.4 together with the new function syntax. Besides the usual function concept, ThetaML functions also support function handles and partial evaluation with model time sensitive default values for some parameters. You will be surprised how much this can simplify your Andreas J. Grauhttp://www.blogger.com/profile/04953317693421479098noreply@blogger.com0tag:blogger.com,1999:blog-8505077132251569916.post-25321015376473977962013-04-02T04:11:00.000-07:002013-04-02T04:11:37.238-07:00New release: Theta Suite Spring 2013
Theta Suite Release: Excel-bridge better speed and many small improvements
Thetaris ends the wintertime and is proud to announce the new Theta Suite Spring 2013 release.
We focused on the full functionality of the so called "Excel bridge" which offers new possibilities to run models from Excel. Furthermore the Theta Suite Spring release improves Thetaris Masterhttp://www.blogger.com/profile/05315903017170268877noreply@blogger.com0tag:blogger.com,1999:blog-8505077132251569916.post-73988742616642806172013-01-30T02:46:00.000-08:002013-02-04T02:53:56.525-08:00Theta Proxy XL on c't software CeBIT - DVD Edition
As in previous years, some 2013 issues of the c't magazine include a covermount DVD-ROM. The DVD-ROM that will be in c't issue 6/2013 (CeBIT edition) features a hand-selected collection of free- and shareware programs as well as fully registered versions. This compilation includes software related to "science and technology" as well as "office workflows".
Theta Proxy XL, the Thetaris Thetaris Masterhttp://www.blogger.com/profile/05315903017170268877noreply@blogger.com0tag:blogger.com,1999:blog-8505077132251569916.post-39752086917247892002012-12-20T05:19:00.000-08:002012-12-20T05:19:40.201-08:00Merry Christmas and a Happy New Year
The Thetaris team wishes all of you Merry Christmas and all the best for 2013.
We would like to thank all our customers and partners for your support, loyalty and feedback and are looking forward - together with you - to new challenges and ambitious projects in the next year.
See you!
Your Thetaris Team
Thetaris Masterhttp://www.blogger.com/profile/05315903017170268877noreply@blogger.com0tag:blogger.com,1999:blog-8505077132251569916.post-16550844395551095872012-12-10T07:46:00.000-08:002012-12-10T07:46:57.531-08:00OpenGamma
Thetaris wants to call your attention to a new player in the financial software business we're very excited about: OpenGamma. Already recognized as a "firm of the future" by Risk Magazine, OpenGamma and its unified system for front-office and risk calculations is the latest buzz in the financial services industry. Especially interesting for our customers are its portfolio and the market data Thetaris Masterhttp://www.blogger.com/profile/05315903017170268877noreply@blogger.com0tag:blogger.com,1999:blog-8505077132251569916.post-46828521302180516222012-10-31T02:47:00.000-07:002012-10-31T02:47:06.116-07:00Theta Suite - The Financial Simulation Tool - Free for Academics
Thetaris provides academic users free access to our Monte-Carlo
simulation software - Theta Suite, together with full technical support. By
offering a free academic license we want you and your colleagues to enjoy all the benefits which so far only industry practitioners have
experienced.
Theta Suite comes in two versions: Theta Suite XL is a
stand-alone version which allows you to Thetaris Masterhttp://www.blogger.com/profile/05315903017170268877noreply@blogger.com0tag:blogger.com,1999:blog-8505077132251569916.post-54657021551084914202012-10-22T06:58:00.001-07:002012-10-25T04:44:46.819-07:00PRMIA Event on Discounting after the Financial Crisis
The PRIMIA Munich Chapter invited its community to a meeting with Dr. Roland Stamm, Deutsche Pfandbriefbank, and his talk about the "Discounting and Curve Construction Since the Beginning of Financial Crisis 2007" on the 18th of October 2012.
In the aftermath of the financial crisis one major pillar of financial engineering and risk-free pricing has disappeared: Interest rates Thetaris Masterhttp://www.blogger.com/profile/05315903017170268877noreply@blogger.com1tag:blogger.com,1999:blog-8505077132251569916.post-56558920843355593322012-10-18T05:13:00.002-07:002012-10-18T08:30:06.916-07:00Eclipse Finance Day & Eclipse Con
Eclipse has grown from a simple open source Java development environment into a platform for large-scale enterprise applications. The Eclipse Finance Day on Oct. 16th in Zurich showed impressive examples of recent developments and usage of eclipse technology in financial institutions. Eclipse Con on Oct. 23rd in Ludwigsburg will be the next opportunity for exchanging experiences and ideas.
Andreas J. Grauhttp://www.blogger.com/profile/04953317693421479098noreply@blogger.com0tag:blogger.com,1999:blog-8505077132251569916.post-1711099405663458582012-10-10T08:31:00.000-07:002012-10-11T02:17:22.606-07:00Get your free ebook copy of "ThetaML Handbook"
Stefan Dirnstorfer, Andreas J. Grau and Hongzhu Li present a comprehensive introduction into the language for financial modelling "ThetaML" - the handbook is now available as a free pdf-download.
Please follow the link http://www.thetaris.com/support/download-of-handbook and just download the E-book (pdf-file).
Content: Besides a brief introduction into Theta Thetaris Masterhttp://www.blogger.com/profile/05315903017170268877noreply@blogger.com0