Fairmat - 主页面 | Risk assessment software, asset pricing models and basket options

Fairmat enables financial contracts and projects with many contingencies to be modeled by breaking them down into basic parts. Complex structures and dependencies are modeled using a graphical interface. Virtually any payoff function can be written using a simple algebraic language. Fairmat's capabilities can be extended and specialized by a growing set of plug-ins and templates.
Fairmat is a platform for modeling and pricing financial derivative contracts and capital investment projects. It is designed with the dual aim of being both friendly and flexible.

Fairmat Academic

The free solution for students and academia which helps you to prototype and evaluate financial products and to evaluate projects.

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High level of abstraction: Fairmat allows users with no knowledge of programming languages to develop a pricing routine for new derivative contracts from the ground up.
Plug-in system: Fairmat is fully extensible both by native scripting and by a plug-in system which allows users/developers to create additional features.
Multi-Platform: Fairmat Academic runs on Windows, Linux and Mac OSX

Fairmat Professional

The commercial solution for analysts and quants! Easily prototype, assess models robustness and price any derivative product!

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Access to Market Data: integrated with Bloomberg Professional data provider.
Modeling Capabilities and Analyses: calculates MTM and Greeks of any OTC from Equity to Inflation Linked Derivatives.
Commerical Extensions: access to Commercial Extensions such as the IAS39 Hedge Accounting or Consob’s Risk Based Approach for the transparency of Non-Equity products.
Credit Derivatives: includes defaults risk in your valuations.

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Newsletter

Last news:

25/11/2011: Fairmat Academic 1.2 has been released: The main goal of this release is to give you a better tool from the point of view of stability. Check out the release notes.

We want also to stress our new bi-weekly book exercises tutorial series starting today with a piece focousing on John C. Hull, Options, futures and other derivatives chapter about Forward prices.

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