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