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Third-Party Products & Services

Theta Suite

Module for pricing structured financial products and analysis of trading strategies

Highlights

  • Generation of MATLAB code from financial model descriptions
  • Easy access to user-defined MATLAB functions
  • Definition of stochastic models in MATLAB
  • Intuitive result reporting
  • Evaluation of dynamic trading strategies
  • Determination of optimal dynamic hedging strategies

Description

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Theta Suite software offers support for every task involved in the financial engineering process. Designing models of financial products is facilitated by the intuitive description language ThetaML. Analysis of these models can be conducted automatically without the need for complicated computer programming, enabling engineers to quickly assess the effects of design changes. Results can be presented and communicated in a comprehensible way.

Theta Suite is provided as a MATLAB toolbox. It contains features for generating MATLAB code from the ThetaML description of the financial model, and for displaying and analyzing the results of financial simulations.

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Thetaris

Leopoldstrasse 244
Munich, 80807
GERMANY
Tel: +49 89 208039 480
info@thetaris.com
www.thetaris.com

Required Products

Platforms

  • UNIX
  • Windows

Support

  • E-mail
  • Fax
  • Telephone

Product Type

  • Modeling and Simulation Tools

Tasks

  • Data Acquisition or Import
  • Data Analysis and Statistics
  • Computational Finance

Industries

  • Financial Services