As described on the MISSION page, Deriscope is a tool that allows everyone to create powerful spreadsheets that price complex derivative structures.
If you are interested in contributing to Deriscope’s mission, you may do so in three different ways:

Supply code for a fee:

If you already have a c++ implementation of a pricing model and would like to let the public use it for an agreed fee, you should send me an email at This email address is being protected from spambots. You need JavaScript enabled to view it. or a message through LinkedIn so that we can discuss the details.

The commercial deployment of your model through Deriscope would then work as follows:

People will be able to use your model under restricted product/model/market data input for free so that they can test it thoroughly before they commit to purchasing a license. After purchase, all restrictions will be lifted and you will be paid the agreed amount.

Supply code gratis:

If you already have a c++ implementation of a pricing model, you may join the community of QuantLib developers and add your code to the main branch of QuantLib. Then your model will be deployed publicly as part of Deriscope.

If you would like to be promoted as the author or implementer of your submitted model, you should send me an email at This email address is being protected from spambots. You need JavaScript enabled to view it. or a message through LinkedIn so that I can add a link that would lead the users of your model to your provided profile.

Become a Deriscope-certified author:

If you think you are good at explaining - sometimes surprising - numerical outputs, then you are invited to apply for an author membership by sending me an email at This email address is being protected from spambots. You need JavaScript enabled to view it. or a message through LinkedIn.

You will then join our team of authors and gain access to an online editor where you will be able to type in your own text.

Afterwards, your submitted article - provided it gets approved - will appear in this site and will be specially promoted through my network links to a wider audience.

If your initial submission is not approved, you will be given feedback and - if needed - coaching in order to reach the high quality standards expected by our readers.

You will be also given the choice of adding a short biographical profile and/or photo under the list of contributing authors.

Please keep in mind that the distinguishing feature of this blog site is that all articles are not just theoretical abstractions but prove their point through computations that anyone should be able to reproduce. This means that each article must be accompanied by at least one spreadsheet that anyone can download in order to replicate your analysis. You can fulfil this requirement by creating the spreadsheet using only built-in Excel formulas, Visual Basic code, Deriscope or a combination of them. The few tricks one needs to know in order to efficiently assemble the various formulas together are described here.

You may also enhance your article with screenshots that display quick views of intermediate spreadsheet results as well as LaTeX-based mathematical equations and other images that illustrate your ideas