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Quantitative Experts trust Thetaris solutions. Our flagship products include

  • Theta Suite
    intuitive design and powerful analysis of financial models
  • Theta Proxy
    accelerated product pricing by several order of magnitude


Auditors and Consultants can rapidly verify models from clients read more

Structurers and Actuaries use our tools to streamline their development process, leading to shorter time to market as well as improved maintainability and transparency of new products. read more

Asset- and Risk managers use our solutions to accurately assess the risk of complex portfolios and products. read more

Traders and Hedgers can speed-up their models and enable real-time pricing for Monte Carlo simulations. read more


News from Thetaris Blog


New 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 ...


Theta 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 delayed up to 15 Min ...



November 12th - PRMIA Event on Managing Systemic Exposure

PRMIA 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 on a collateralized ...


October 13th - PRMIA Event on Operational Risk Management

PRMIA 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 ...