Link

FAIRMAT

Enjoy valuations!

Fairmat es un herramienta libre para la toma de decisiones financieras que te permite modelar y calcular precios de derivados, productos estructurados, opciones exoticas, opciones reales y mucho mas!

Fairmat es un software para la evaluación de contratos financieros y proyectos de inversión. Flexibilidad e intuición son sus puntos fuertes. La arquitectura de un contrato (o de un proyecto), es decir, la estructura y las dependencias entre las distintas decisiones, se modelan a través de un metalenguaje gráfico, mientras que cualquier función de pago contractual puede escribirse con un simple lenguaje algebraico. Además, todas las funcionalidades de Fairmat pueden extenderse creando plug-in o utilizando los que ya están disponibles.


Fairmat Academic 

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

 
Free Download View the demo

  • 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

 

Read more...


Fairmat Professional

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


 

Get prerelease

  • 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.
  • Commercial 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.

 

Read more...


To get updates you can read our news page and either  follows us on Facebook or Twitter

Lastest news:

 

  • 23-03-2012: A seminar on Fairmat Academic has been held in Naples on the 23rd and 24th March  for the students of the Parthenope University. Topics spanned from pricing equity and interest rates derivatives using Monte Carlo simulation, contracts price unbundling, and Quanto adjustment.

 

  • 19-03-2012: The first Fairmat users seminar will be held in Verona on  April 12, 2012. See the seminar page for details. 

 

  • 1/03/2012: Fairmat Academic has been used in the session on Real Options and Innovation at the Full-Time MBA program of TiasNimbas Business School: "As a didactic tool, Fairmat helps students to understand the effects of strategies and contingent decisions in capital budgeting business cases without having to deal with the implementation of complex models.” Anna Sabidussi, Associate Professor, TiasNimbas Business School.

 

  • 29/02/2012: A new tutorial (including video) showing how to use Fairmat for real options valuation is available.

 

 

Older news.....