Eclipse 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.

Get 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 Suite, this handbook serves a complete reference on ThetaML. The book starts with a summary of the language features, followed by a chapter on ThetaML language syntax. The ThetaML type system, interfaces and workflows are detailed in later chapters. There are many code examples to help understand the language commands and functions. Two tutorials further apply ThetaML to pricing and hedging financial contracts, especially options. The final chapter offers many tips and tricks for more efficient use of ThetaML in financial settings. All examples are ready for testing and evaluation in Theta Suite using MC Simulation. 

Simple and transparent usage of Monte-Carlo simulations in Excel

Thetaris releases Theta Suite XL, an innovative Monte-Carlo toolbox for Microsoft Excel

Thetaris, a world-leading provider of modeling solutions for the financial sector, supports Excel analyses based on the Monte-Carlo simulation method with its new solution Theta Suite XL. Typical weak areas of Microsoft Excel like low performance and usability during the calculation of a large number of scenarios no longer pose a problem: Theta Suite XL defines the original simulation model outside of Excel, using the simple coding language ThetaML, which has been developed especially for Monte-Carlo simulations. Via the so-called Excel-Bridge, an Excel add-in, models can be configured and evaluated outside Microsoft Excel.

Thetaris at MATLAB Computational Finance Conference

Thetaris presented ThetaSuite at the MATLAB Computational Finance Conference in London 

19 - 20 June 2012

“An interested audience, intensive talks with customers and developers of Mathworks and a very positive feedback on our product presentations”, resumed Dr. Andreas Grau the two exhibition days at the MATLAB CF Conference.

Dr. Stefan Dirnstorfer at the Thetaris booth

Thetaris at MATLAB Computational Finance Conference

Thetaris at the MATLAB  Computational Finance Conference
in London

19 – 20 June 2012

Thetaris will join the MATLAB Computational Finance Conference as one of seven exhibitors taking place in London from 19 to 20 June 2012.

As Thetaris uses MATLAB®’s power and flexibility to build tailored solutions for finance professionals the MATLAB Computational Finance Conference in London is an ideal event for demonstrating how Thetaris customizes MATLAB enabling quants and actuaries to obtain an efficient workplace which realizes computer aided finance - from prototyping to production. A good overview about this approach shows our publication Theta Suite – RiskManager Solution for Asset Manager

The MATLAB Computational Conference is strongly focused on the usage of MATLAB® to develop risk, trading, investment management and insurance applications. Keynote speeches, customer presentations and Master class tutorials will underline this approach.

Cover Story at RISIKOMANAGER

Thetaris article is cover story of German finance magazine RISIKO MANAGER Issue 11/2012

The article „Markt-Risikomanagement für  Asset Manager“, written by Dr. Andreas Grau, CEO and Dr. Stefan Dirnstorfer – COO of the Thetaris GmbH  - is the main topic of the actual RISIKO MANAGER issue 11.2012 (www.risiko-manager.com).

The article describes the basic necessity of professional risk management not only for investment banking but also in the area of asset management.  Furthermore it points out that the investment in a solid and mature risk management solution is cheaper and easier to implement than public opinion suggests. At the end the user – specifically a asset manager – will eventually not recognize that he is still working with his used calculation tool.

Please find an extract of the article online here  - the complete article can be ordered in written form on the RISIKO MANAGER website

ThetaML Handbook available now in print!

Stefan Dirnstorfer, Andreas J. Grau and Hongzhu Li present a comprehensive introduction into the language for financial modelling, ThetaML: "ThetaML Handbook" has arrived in stores:

If you are a customer with a valid Theta Suite license, you will receive your complementary copy in a few days.

For purchase see your local book store, or e.g.

www.amazon.de/ThetaML-Handbook-Stefan-Dirnstorfer/
www.amazon.co.uk/ThetaML-Handbook-Stefan-Dirnstorfer/

Besides a brief introduction into Theta Suite, this handbook serves a complete reference on ThetaML. The book starts with a summary of the language features, followed by a chapter on ThetaML language syntax. The ThetaML type system, interfaces and workflows are detailed in later chapters. There are many code examples to help understand the language commands and functions. Two tutorials further apply ThetaML to pricing and hedging financial contracts, especially options. The final chapter offers many tips and tricks for more efficient use of ThetaML in financial settings. All examples are ready for testing and evaluation in Theta Suite using MC Simulation.