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FINANCIAL ENGINEERING AND MATHEMATICS
FINANCIAL ENGINEERING AND MATHEMATICS
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Rapidly develop new models and deploy them to analysts and traders. Power front-to-back trading systems with instant computations and real-time data feeds.
From exploring market behavior to managing portfolios, the Mathematica financial engineering solution provides state-of-the-art calculations and easy connectivity to databases and web services, as well as high-performance computing with built-in parallel processing that scales to a full grid.
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Exploring new theories of market behavior
Interactive tool showing a rule diagram for a trader model with three choices: buy, sell, or hold 
Performing powerful symbolic and numeric calculus and statistical computations
Moving averages of Apple's stock price calculated by interactively varying the smoothing parameter 
Using built-in financial data or bringing in data from other sources
Predicting changes in the price trend of an asset with divergence tracking
KEY CAPABILITIES
WHY CHOOSE MATHEMATICA
WAYS TO USE
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Mathematica includes thousands of built-in functions for computation, modeling, visualization, development, and deployment»
- Financial engineering and mathematics specific capabilities:
- Flexible platform for rapid development and exploration of financial models, with hundreds of highly efficient built-in algorithms relevant to quantitative research
- Automated report creation, PDF export, interactive deployment with the Mathematica Player Family, and online deployment with webMathematica to deliver results to management or clients
- Support for 64-bit technology, high-performance computing, and built-in parallel processing that can be easily scaled up to a full grid for enterprise solutions»
- Efficient random number generation for Markov chain Monte Carlo (MCMC) techniques»
- Built-in standard probability distributions and statistical analysis tools»
- The most advanced symbolic and numeric calculus system, including numeric integration and differential equation solving»
- A comprehensive system for discrete calculus, including difference equations, generating functions, and sequence visualization»
- State-of-the-art solvers for symbolic and numeric equations, and the most complete set of special functions and algorithms»
- Constrained nonlinear optimization, the interior-point method, and other linear and nonlinear optimization abilities»
- Built-in linear, nonlinear, logit, probit, generalized linear, and other regression models to estimate conditional mean models»
- Built-in financial data, including current and historic market data»
- Highly optimized algorithms for symbolic and numeric linear algebra and sparse linear algebra, enabling fast and efficient large-scale data computations»
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Pull Mathematica's built-in current and historical financial and economic data into your models
Financial Data»Access current and historical delayed stock, fund, and currency data, and more 
Country Data»Access GDP, exchange rate, and other socioeconomic data and time series for all countries
- Automated precision control with specified input or output precision to automatically adjust computations to maintain or achieve precise results
- Highly customizable programmatic data visualization»
- Built-in connectivity to databases, web services, existing C++ code, other commercial programs, and Java and .NET frameworks, and close integration with Microsoft Excel and OpenOffice Calc spreadsheets»
- Import and export all common data formats, including XML, XLS, CSV, and TSV, or use or use Mathematica Link for Excel to run Mathematica and Excel side-by-side
- Hundreds of interactive models in the Wolfram Demonstrations Project, ready to be used and extended»
- Valuation of sophisticated equities and FX derivatives; calculation of hedging, sensitivity parameters, and survival probabilities; and advanced calibration schemes for risk analysis with respect to market data with UnRisk»
- Extensive library of analytical pricing models for cash flow related securities and instruments with Derivatives Expert»
- Time series analysis to plot, transform, and model data with Time Series»
- Neural network modeling of financial data series with Neural Networks »
KEY CAPABILITIES
WHY CHOOSE MATHEMATICA
WAYS TO USE
- Having an integrated environment streamlines development, analysis, documentation, and delivery of custom financial models
Competitor note: Traditional programming languages like C/C++ don't have all the built-in computations and capabilities of Mathematica
KEY CAPABILITIES
WHY CHOOSE MATHEMATICA
WAYS TO USE
- Use neural networks and genetic algorithms to create evolving agents for market models
- Access your RiskMetrics data, Bloomberg feeds, and QuantLib libraries, and link to other data and applications with built-in connectivity tools
- Access real-time trading data and perform instant analysis
FINANCIAL ENGINEERING AND MATHEMATICS CASE STUDIES
Major Organizations using Mathematica
Guides to Mathematica's Financial Engineering and Mathematics Capabilities
Tutorials on Using Mathematica for Financial Engineering and Mathematics Tasks
In-Depth Information on Mathematica's Financial Engineering and Mathematics Functions
Articles and Presentations
Additional Products
USER STORIES
"I think there's no question Mathematica is the superior platform for this kind of project and development of this project."
—Bernard Gress
Financial Economist, Fannie Mae
"The amount of code that's required to produce the same amount of work is a fraction of the amount of code that we would have to write with other tools, so the time to delivery is much faster."
—Alan Savoy
Technical Manager and Architect, nGenera Corporation
INTERACTIVE FINANCIAL ENGINEERING AND MATHEMATICS EXAMPLES
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