Fairmat Academic Seminar in Naples

A two day seminar on Fairmat Academic was held in Naples on the 23rd and 24th March for the students of the Parthenope University. Topics spanned from pricing equity and interest rates derivatives using Monte Carlo simulation, contracts price unbundling, and Quanto adjustment.


Fairmat Users Seminar

The first Fairmat user’s seminar will be held in Verona on April 12, 2012. Read the seminar page for details (only in Italian).


Fairmat and the TiasNimbas Business School

Fairmat Academic has been used in the session on Real Options and Innovation at the Full-Time MBA program of TiasNimbas Business School: "As a didactic tool, Fairmat helps students to understand the effects of strategies and contingent decisions in capital budgeting business cases without having to deal with the implementation of complex models.” Anna Sabidussi, Associate Professor, TiasNimbas Business School.


A new Tutorial on real options

A new tutorial (including video) showing how to use Fairmat for real options valuation is available. In the tutorial is treated a simple pharma investement project evaluation where is supposed that a pharmaceutical firm needs to evaluate the value of  development of a new product.


Fairmat Professional Preview is out!

The preview program for Fairmat Professional is launched; a commercial software solution for analysts and quants! FP enables easily prototyping, assessing models robustness and pricing of any derivative product, and furthermore, FP is connected with market data. Try the preview!


Fairmat Academic Release 1.2 is out

Fairmat Academic 1.2 has been released:  The main goal of this release is to give you a better tool from the point of view of stability. Check out the release notes. We want also to stress our new bi-weekly book exercises tutorial series starting today with a piece focusing on  John C. Hull, Options, futures and other derivatives, chapter about Forward prices.


Release of Fairmat Academic 1.1

Fairmat releases Fairmat Academic 1.1. The new version of Fairmat improves calculation speed and contains many enhancements to the modeling capabilities, to the available analysis and to the modeling environment, such as a new feature that helps you writing the complex payoffs by showing the function's signatures.  New plug-ins has been added to the repository, remarkable is the plain-vanilla plug-in which enables Fairmat to price decomposable contracts using the Black model. Check out the release notes!


Release of Fairmat Academic 1.0

Fairmat Academic 1.0 has been released:  This is our first official version of the software solution that enables users to calculate the fair value of many types of financial contract without having to actually write pricing routines. In conjunction with this release, a new plug-in implementing the libor market model have been published. Check out the release notes!


Fairmat Academic 1.0 RC 3 released

This is mainly a bug fixing release, the most notable change is that plug-ins are now user dependent and hence can be installed without privileges escalation. See the release notes, download Fairmat academic or check out the updated resources.


Fairmat Open Source Plug-Ins

Fairmat has developed and published on the Fairmat website, a set of open-source plug-ins for the Fairmat platform. The plug-ins implements the Dai Singleton model, the Hull and White and the Heston models. (See plug-ins  area on Fairmat website)