In addition to technical expertise and industry know-how many of our projects require sound programming skills, e.g. for analysing statistical data or for validating risk and valuation models.
Furthermore, RIVACON actively pursues various software projects in the financial engineering and data analytics domains. The produced code is either open-source or is downloadable free of charge in the form of an executable application or add-in.
Python Open Source Projects
Python package for derivative pricing
Together with our cooperation partner frontmark we have created a Python library for the pricing of financial derivatives.
Jupyter Notebooks on basic concepts of financial mathematics
Also in cooperation with frontmark, we have created several Jupyter notebooks that help to explain basic concepts of financial mathematics by means of practical examples.
In the course of data-driven projects, we have developed function-enhancing Excel add-ins, which have proved to be very useful and easy-to-use tools for data analytics and quality assurance.