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Thetaris offers Theta Suite, a development environment for fast execution of simulation models, computations of simulation-based trading strategies and rapid validations of large sets of stochastic models. Its CAD-like (Computer Aided Design (CAD)) approach unifies the essential steps of quantitative modelling, numerical computations and visualizations required in quantitative finance. Theta Suite allows rapid prototyping with its powerful modelling language ThetaML and provides intuitive representations of complex financial products.


Welcome to Theta Wiki: The Source of Quantitative Modelling

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Current topics

Bender: About the upper bound Least Squares Monte-Carlo method invented by Bender, Kolodka and Schoenmakers

Grau: Computer Aided Finance - Theta_Suite as Monte-Carlo toolbox for Matlab

Dirnstorfer, Grau, Zagst High-Dimensional Regression on Sparse Grids Applied to Pricing Moving Window Asian Options