Software

The development of pilot financial and risk management software is one of the main research area of the AF group (part of Stochastic Processes, Statistics and Financial Engineering). Below is the list of software projects supported by the group.


If you are interested in the free software, please send your request to analyticalfinance@mdh.se

AFP – ANALYTICAL FINANCE PACKAGE

The Analytical Finance Package is a library of applets, applications and other types of Java based software tools in the area of analytical finance.

Analytical finance package

SMIB – STOCHASTIC MODELLING OF INSURANCE BUSINESS

A program system for stochastic modelling of insurance business with dynamical control of investment.

Stochastic Modelling of Insurance Business (pdf 607 kB)

IFM – INTRODUCTION TO FINANCIAL MATHEMATICS

Introduction to Financial Mathematics is a library of MATLAB programs in the area of analytical finance.

REAN – REINSURANCE ANALYSER

A program system for evaluation and comparison of reinsurance contracts.

Reinsurance Analyser (pdf 2.0 MB)