Products and Services

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.

We offer:

  • Professional consultations in the fields of financial mathematics, data science and power industry
  • Statistical modeling
  • Development of algorithms for the integration of your already existing system
  • Individual software solutions


ALMSim Path Generator

Software solution for the generation of market scenarios, in particular with the PIA basis modell.

Commodity Risk Manager

Risk controlling for the energy industry: : The representation of complex and individual risks can be presented with our software beside the assessment of standard key risk figures.

Commodity Risk Manager for Excel

The compact version of our risk controlling software as application in excel.

Structured Note Pricer: Valuation of Structured Financial Products

In the financial world, structured interest rate products become more and more exotic. Additionally, the number of data to be processed is growing.