Risk Management Live

A simple application for managing trading positions, calculating risk sensitivities and pricing financial instruments.


A screenshot of the 'Risk Management Live' application A screenshot of the 'Risk Management Live' application A screenshot of the 'Risk Management Live' application

Features

  • All-in-one browser application engineered for performance and responsiveness.
  • Optimized numerical algorithms for fast and efficient calculations.
  • Integrate your own mathematical models and financial instruments.
  • Includes support for standard models Black-Scholes, Dupire and Heston out of the box.
  • Designed to collaborate seamlessly with AWS or on-premises cloud to persist your data.
  • Compatible with major modern browsers (Edge, Firefox, Safari etc) across different operating systems (Windows, Linux, Mac etc).

Future development

(not available in current version)
  • Support for further mathematical models and financial instruments.