Financial Instruments carry risks... & plenty of rewards for those who master them!

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RiskServer's Tools

Current Releases

Category 

Description
Stress Tests : Predictive Conditional Correlation Stress Test
Transition Data : Transition Generator Decompose & Generate Transition Data for Different Simulation Periods.
     
Risksvr Engine : XLStream: This Unique tool creates a transparent data-feed between Excel(R) and  Risksvr.
 This feed can be used to steer Risksvr on the web or your own dedicated in-house server! 
     
     
Credit : Time To Default: Simulate Time To Default from Credit Curves & asset correlation via Copulas.
Credit : Credit Curves: Transition To EDF. Hazard Survival Converter. EDF Interpolator.
Pricing : Cash-Flow Generator: Industry standard Cash-Flows Generator.
 see also Cash-Flow Generator Documentation.
     
Modeling : Monte-Carlo: Industrial Grade C/C++ Random Generator.
RM : Cash-Flow Mapping: RiskMetrics Correlated, DV01 & Forward.
Data : Market Zero Rates to market Zero Prices.
Data : Decay Factor Lambda.
     
Multivariate : Unitized Normalized Returns.
Multivariate : Cholesky V2.0 Decomposition Technology
Multivariate : PC Analysis. Sorted Eigenvalues & vectors for Real Symmetric Matrices.
     
Pricing : Barrier xll Curved Boundaries & Black-Scholes Vanilla Arbitrage.