Deriscope’s main product is a mostly free Excel Add-In that was first released in August 2017.

Deriscope is capable of pricing hundreds of financial derivatives in Excel. Its uniqueness lies in a powerful, intuitive wizard that interacts with the user and generates the required spreadsheet formulas.

All numerical work is undertaken by the well-respected open source QuantLib library that has been tested in the field during the last 20 years.

No documentation is required because integrated, dynamically generated tutorials provide all necessary information at run time, so that the first-time user can immediately build and price any derivative.

In addition, live feeds are available from several providers at zero cost.

The primary users interested in this tool are

  1. students trying to understand how derivatives work in practice,
  2. professors doing academic research in the world of finance and
  3. professionals such as traders, quants and risk managers who want to try alternative valuations but have no time to invest on learning yet another software.

All pricing models implemented in the main branch of the QuantLib library are available through Deriscope for free.

The usage of models implemented elsewhere may require a small one-off payment as a compensation for the related development effort.

If you are a professor, quant or quantitative developer and keen on sharing your expertise with the expanding community of Deriscope users, please read your available options at the JOIN page.