Deriscope Information

Welcome to the LinkedIn Deriscope page. Deriscope allows the user to easily create within the Excel environment yield curves, price financial instruments such as options, interest rate swaps, swaptions, credit default swaps, inflation swaps, basket options etc and even get real time feeds and historical data from providers like Yahoo Finance. Deriscope is primarily used in corporate areas, such as Front Office Trading Desks, Risk Control, Model Validation etc, where an alternative or more accurate pricing calculation is desired. Deriscope's numerical accuracy is excellent and agrees with mainstream providers within a tenth of a basis point. Due to its innovative user interface features, Deriscope is also particularly suited as an educational tool to professors and students in Finance. It has the potential of transforming the usually frustrating spreadsheet experience to a creative engagement with the laws of arbitrage-free derivatives pricing. This is made possible by Deriscope's unique building-block approach to setting up spreadsheet formulas. In particular, the building blocks used by Deriscope are objects that respect inheritance and locality in exactly the same fashion that objects in any object-oriented programming language, like Java or C++, do.