At the end of almost every project the development of a software module or a complete software solution is required. Hereby, the scope ranges from simple Excel-sheets to an entire valuation program with a graphical user interface. Furthermore, we support you in linking our software with already existing system such as SAP. For the implementation we use common and established object-oriented programming languages such as C++, C# or Java. By request, the required functionalities can also be implemented in R or Matlab. For applications close to Microsoft Office VBA is often used and can also be provided by us.
Particularly, valuations of complex financial products can mostly only be implemented by using Monte-Carlo simulations or tree methods. In this context, we are equipped with an extensive amount of knowledge on recent research fields such as Multi-Level Monte-Carlo methods and we are working on implementations for practical applications.
ALMSim Path Generator
Software solution for the generation of market scenarios, in particular with the PIA basis modell.