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Products

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
 

Benefits

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

07.01.2014

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 ...

22.10.2013

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 ...

Events

31.01.2014

Feb.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 ...

10.07.2013

Oct. 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 ...