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Our software is now available for free download
What would you do if your pricers could run 1,930 times faster?
- Creates a new unparalleled edge to the speed of the calculation
- Decreases the noise of the risk simulation
- Provides a very high control on the numerical error of the simulation
… and all this by several orders of magnitude.
Imagine that we can build a representation of each slow pricing function that is both
- Accurate – A quasi-exact representation of the original function
- Ultra-fast – Can be computed in sub-milliseconds, regardless of how slow the original function was
That is what Chebyshev methods deliver for you.
- Risk numbers that were impossible to measure before can now be computed
- Metrics that could take hours now take only minutes
- Noisy and error-bound calculations can now be computed with high precision
As a result, all business processes that are based in Monte Carlo calculations feel its benefit significantly.
All our Chebyshev functionality is delivered in a software library, in Python or C++. Available Windows and Linux.