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Formerly global head of the front office quantitative development for the Fixed Income & Credit Derivatives PHI team of UBS stationed in London.
Since 2013 owner of deriscope.com, a venture aiming to make financial derivatives pricing accessible to everybody.
The main product is a free Excel Add-In called Deriscope that is capable of pricing hundreds of Financial Derivatives in Excel. Its uniqueness lies in its powerful, intuitive wizard that interacts with the user and generates the required spreadsheet formulas.
All numerical work is undertaken by the well-respected QuantLib library that has been tested in the field during the last 20 years.
No documentation is required because integrated, dynamically generated tutorials provide all necessary information at run time, so that the first-time user can immediately build and price any derivative.
In addition, live feeds are also available from several providers at zero cost.
The primary users interested in this tool are a) students trying to understand how derivatives work in practice, b) professors doing academic research in the world of finance and c) professionals such as traders, quants and risk managers who want to try alternative valuations but have no time to invest on learning yet another software.
If you are curious to have a look, you can download the installer from https://www.deriscope.com/freedownload.php
Alternatively you may browse through my blog-style articles at https://blog.deriscope.com
Do not hesitate to contact me if you have any questions or collaboration ideas.
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