UnRisk - 10 Years After

The Austrian National Holiday was yesterday. This is an important anniversary for us. The launch of "UnRisk" before UnRisk. It was around the national holiday 2000, when we conducted a workshop for the design of the architecture around the bank-proof C++ library and outlined our technical framework and business strategy. 

This Is A Math's World!

Many economic experts have "seen" the crisis coming. Sometimes it looks to me, like a I-have-seen-it contagion. 

Emergency Landing,

When I read about this dramatic situation in Iris Mack's Blog, it immediately came in my mind, that it is often the details that we suppress and that so many things need to interplay correctly to make our convenient life also safe.

Can You See The Risk?

Analytics & Risk Technology in Finance 2010, 4-Nov-10, in London. UnRisk will speak at this conference, organized by Wolfram Research, makers of Mathematica .

A Barcelona Cloud That Rains Insight

Solventis, Barcelona, Spain and UnRisk have entered into a development partnership to offering web-enabled valuation and risk-management solutions for Solventis' core market segments. 

The World's Lungs

"The Economist" , Sep, 25th, special report on The World's Lungs ... forests purveyors of water, consumers of carbon, treasure-house of species, the world's forest are ecological miracle, they must not be allowed to vanish…. 

How Much Wood Would A Woodchuck Chuck If A Woodchuck Could Chuck Wood?

From "Strategic Humor" in HBR Sep-10 . We, lumberjacks, could if we should - To Tree Or Not To Tree ;)


This has a serious background, because we still find tree based methods even in newer quant finance presentations nad discussions. To make no mistake, tree-based methods are great for understanding, say, the option theory, but they are firewood if applied as solvers of complex financial PDEs. 

The Evermore Working and Frequently Updated FACTORY

A customer sent us this picture. With eyes twinkle, he asked us whether we will deny our already confirmed and scheduled update installation? And whether we have grown in the mean time and make business decisions on the street ;) ?

Do We All Need To Become Philosophers?

In my first short post about The Blank Swan , see The Market Of The Future, ... I mentioned that I find the thoughts behind this book present such a revolutionary way of treating derivatives pricing and technology that I placed it on the shelf with the books that influenced my thinking most.

Shanghai - the city that never sleeps

When I arrived in Shanghai, I thought "There is so much life in this city." People doing their businesses, thousands of busses at the EXPO parking area, a hotel dedicated to service their customers at the highest level, and Shawn Liu and his team having organised a perfect event for the following day.