I am often asked questions like "How can I valuate a convertible bond in the Mathematica Front End?" or "How can I calibrate a LIBOR market model within Mathematica?" or .... After I have answered the question I also tell them to explore the usage of UnRisk in the Mathematica Front End at UnRisk Exploration. Following Documentation one can find the whole documentation of the UnRisk PRICING ENGINE - it's exactly the same documentation as our users find in the Mathematica Documentation Center.
Sometimes I am asked questions like "How can I valuate a callable bond in Excel?" or "How can I calculate the survival probabilities of this bond in Excel?" or .... After I have answered the question I also suggest to take a look at "UnRisk PRICING ENGINE - Excel Integration" at Screen Casts. In Screen Casts one also finds movies corresponding to the usage of our flagship product the UnRisk FACTORY.
BTW, I am not a hollywood actor, so the scenes in the screen casts show real life situations.
Quants are more interested in the theoretical part of our valuations - they ask, for example, questions like "Which regularization techniques do you use for the calibration of a generalized Hull & White 1 factor model?" or "How does the valuation of a financial instrument under a LIBOR market model work?" or .... All such informations can be found at Methods .
Beyond this, UnRisk Academy Courses discover theoretical and technical backgrounds and foregrounds.
But - not to misunderstand it - we still have telephones and e-mails and our support team is always pleased to answer any question you might have ..... And it is our explicit strategy that I, key developer and product manager, as other developers DO support.
It closes the user-developer feed -back loop.
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