Mathematica 8 and UnRisk

Mathematica 8 arrived. We were beta-testers, but now we have the official release.
What's New in Mathematica 8


What does this mean to the evolution of our UnRiskVerse?

• 10 years ago, when we decided to integrate our numerically optimized C++ library into Mathematica we thought: MathLink is great, but a direct DLL integration would be greater - DLL is here.
• 2 years ago, when we began to optimize the calibration of complex models and other things into the CUDA environment we thought: a CUDA set-up in Mathematica with hot-spots for our optimized algorithms would be great - CUDA support is here.
• We always wanted that user defined constructs, like pay-offs will be integrated, without explicit compile treatment by the user - Integrated C Workflow is here.

In combination this will allow us for getting UnRisk a big step closer to our vision: a high-speed derivatives and risk analytics platform that allows its users to literally describe what they require and that selects models and methods automatically without exchanging speed against accuracy and robustness. A never-tiring number cruncher that computes and aggregates information as defined.


I am sure, that we will also exploit other Mathematica 8 functions, like dynamic graphics & visualization techniques and financial charts.
It will take as to integrate all this the UnRisk way, but it is always great to know that you made a jump towards your dreams (that should become the dream system for your customers).