All asset classes are supported.
Interest Rate, Fixed Income, Credit, FX, Equity and Hybrid products.
Current focus is on bonds, interest rate swaps, cross currency swaps and inflation linked bonds and swaps.
The world's best DERIvatives periSCOPE
What Deriscope can do for you
Deriscope™ is a locally installed application specializing in financial derivatives valuation.
Market rates, conventions and instrument definitions must be supplied by the user.
Accessible through Excel or as a stand-alone executable.
Financial Intrument Types
Wizard Generated Formulas
Precision & Speed
Attention to detail is critical for our front office clients.
All market conventions, calendars and term sheet values are meticulously considered.
Output numbers are accurate to a tenth of a basis point.
Calculations are fast enough to support real-time trading.
We are here to help
Let us do it for you!
Deriscope is from ground up designed to be used even by people who have no special background
in programming or derivatives pricing.
All concepts are interactively explained while they are used and whole working spreadsheets can be put together by the wizard with a few intuitive mouse clicks.
But still there will be times when you would rather avoid going through the learning curve of using Deriscope efficiently and prefer to have the solution to your problem prepared and delivered.
While the Premium license comes with substantial professional support, you may also contact us for a special arrangement, whereby the desired solution is implemented fully by us.
These People Benefit From Us
There are several types of financial professionals who can benefit from Deriscope.
Successful traders don't trust the numbers before checking them.
They also like setting up their own screens with their custom analytics.
They benefit from Deriscope's flexible presence in Excel that allows them to design their preferred trading strategies and get the numbers they need at real time during trading.
Risk Managers are less interested in precision and speed but need to evaluate trading books
that often contain thousands of transactions.
They benefit from Deriscope's fast processing of very big books and the ease by which they can make adjustments for new instrument types and pricing methodologies.
Model Validators are mathematically oriented professionals who are suspicious of
opaque processes that lack a logical explanation.
They benefit from Deriscope's wealth of mathematical models and its Lego design that allow them to build pricing spreadsheets in a fraction of the usual time.
Managers of mutual, pension, hedge, sovereign funds must know the value and risk of their
portfolios on a daily basis. They often rely on expensive third party systems that
lack transparency or customization features.
They benefit from Deriscope's assistance in setting up their own local pricing procedures, which they can customize and control as they wish.
Consultants tend to use Excel because of its flexible handling of diverse client data.
They also often set up their own custom formulas to verify or extend the client's existing calculations.
They benefit from Deriscope's versatility that allows them to work on many different instrument types and client data formats.
Academic faculty have a unique opportunity to use Deriscope both as a teaching aid
and as a research tool.
For example, realistic industry-linked and Deriscope-based spreadsheet exercises can be handed out to students.
Interested academic institutions may be eligible for a free team license.
Contact Us for Details
These Companies Trust Us
Your Next Steps To Start Using Deriscope
Detailed instructions available at Setup of a Free Trial Version
Visit the Free Download Page to download the windows installer file of the latest version.
No registration required!
Run the installer file to install Deriscope on your local device.
Start Excel and notice the new ribbon Deriscope element.
You will be able to use all Deriscope features for a free 2-week trial period.
Visit the Pricing Page to purchase your desired license if you want to keep using Deriscope beyond the trial period.
Find out more about Deriscope
For a more structured and faster learning, the Quick Guide lists links to educational material in stages progressing from introductory to advanced levels.
Our Frequently Asked Questions (FAQ) section provides answers to most questions you might have about Deriscope.
Treated topics include installation, operation, billing and troubleshooting.
If you prefer to have a private discussion about Deriscope features or consulting services, feel free to contact us.
A private message to you
My 16-year tenure at Lehman, Deutsche, DrKW and UBS in New York, London and Frankfurt as a trader, quant and finally global head of Fixed Income IT made me witness firsthand the daily frustration of traders and quants alike as they struggled to understand the overwhelming complexities of the derivatives landscape.
Born out of the perseverance of a team of stellar professionals, efficient, precise and intuitive derivatives pricing is now accessible at a very low cost to financial institutions and corporate teams who cannot afford to hire an army of quants and developers.
Thank you for stopping by!