What is Deriscope?

Deriscope is a comprehensive financial derivatives analytics platform that seamlessly integrates with Excel. This powerful tool is employed across various asset classes by traders, risk managers, consultants, and academics in financial institutions for multiple purposes: it helps construct yield curves and volatility surfaces from market quotes, calculates fair prices, rates, spreads, and risk metrics like DV01 for a wide range of instruments including interest rate swaps, cross-currency swaps, swaptions, caps/floors, exotic options, bonds, and inflation-linked products. Additionally, it presents historical and projected cash flow information while efficiently processing portfolios that may include thousands of traders. Given the sensitive nature of its application, Deriscope is installed entirely on-premises, ensuring that its analytics remain secure and free from cloud exposure. Users can operate it in Excel without any prior training, thanks to an intuitive wizard that guides them through each step of the analytics process. Furthermore, Deriscope can also function in environments without Excel, featuring direct interfaces to the client's existing IT systems, allowing for a flexible integration of analytics across various platforms. This adaptability makes Deriscope a vital tool for financial professionals seeking robust analytics in a secure manner.

Pricing

Price Starts At:
$300/month/user
Free Trial Offered?:
Yes

Screenshots and Video

Deriscope Creation in Excel of a SOFR OIS Yield Curve

Deriscope Creation in Excel of a SOFR OIS Yield Curve

Company Facts

Company Name:
Deriscope
Date Founded:
2018
Company Location:
Germany
Company Website:
deriscope.com
Edit This Page

Product Details

Deployment
Windows
On-Prem
Training Options
Documentation Hub
Online Training
Video Library
Support
Web-Based Support

Product Details

Target Company Sizes
Individual
1-10
11-50
51-200
201-500
501-1000
1001-5000
5001-10000
10001+
Target Organization Types
Mid Size Business
Small Business
Enterprise
Freelance
Nonprofit
Government
Startup
Supported Languages
English

Deriscope Categories and Features

Deriscope Customer Reviews

Write a Review
  • Reviewer Name: A Verified Reviewer
    Position: Senior Manager
    Has used product for: 1-2 Years
    Uses the product: Monthly
    Org Size (# of Employees): 5,000 - 9,999
    Feature Set
    Layout
    Ease Of Use
    Cost
    Customer Service
    Would you Recommend to Others?
    1 2 3 4 5 6 7 8 9 10

    Excellent Pricer!

    Date: Feb 26 2024
    Summary

    Deriscope is a unique pricer with amazing support! Excellent product for models testing and valuations.

    Positive

    - transparency of model parameters
    - selection of several model types
    - user-friendly interface
    - excel feature allows flexibility for market data inputs
    - can price several products

    Negative

    None.

    Read More...
  • Reviewer Name: A Verified Reviewer
    Position: Trader
    Has used product for: 1-2 Years
    Uses the product: Daily
    Org Size (# of Employees): 100 - 499
    Feature Set
    Layout
    Ease Of Use
    Cost
    Customer Service
    Would you Recommend to Others?
    1 2 3 4 5 6 7 8 9 10

    Deriscope add-in

    Date: Nov 17 2023
    Summary

    Overall, I am very pleased with the company and the product and plan to continue to use it for myself and my team for the future.

    Positive

    The add-in is really detailed and well designed so that it can be easily adapted for purposed large and small. My use case was very specific and likely not very common with typical users but between the add-in's functionality and the excellent support from the developer I was able to achieve the functionality I needed very easily and quickly.

    Negative

    I do not really have anything negative to say about the product. Maybe the only thing would be that there is a bit of a learning curve at first use of the product but one you adapt it and become more familiar it is much easier to use. Also, some of the learning curve comes from the fact that the functionality is very robust and flexible.

    Read More...
  • Reviewer Name: Giacomo G.
    Position: Trader
    Has used product for: 2+ Years
    Uses the product: Daily
    Org Size (# of Employees): 10,000 - 19,999
    Feature Set
    Layout
    Ease Of Use
    Cost
    Customer Service
    Would you Recommend to Others?
    1 2 3 4 5 6 7 8 9 10

    Full Quant Suite for Traders

    Date: Nov 03 2023
    Summary

    Fantastic product and great support from Ioannis. If i had to develop something close to this level by myself, it would take a huge amount of time and i would not get close to this level of accuracy.

    Positive

    Flexible and easy to use, spot on pricing, direct line with Ioannis to fix problems and developing new features.

    Negative

    At times it can be hard to run on a live / auto-refresh excel sheet.

    Read More...
  • Reviewer Name: Thomas M.
    Position: Analyst
    Has used product for: 6-12 Months
    Uses the product: Daily
    Org Size (# of Employees): 1 - 25
    Feature Set
    Layout
    Ease Of Use
    Cost
    Customer Service
    Would you Recommend to Others?
    1 2 3 4 5 6 7 8 9 10

    Market-leading Excel-integrated derivatives analytics toolkit

    Date: Oct 28 2023
    Summary

    Market-leading - from the actual product in isolation to the customer service that is meticulously provided as and when needed.

    Positive

    Deriscope provides a suite of Excel-based derivatives pricing and analysis tools - after trialing and researching various products in the market (Bloomberg MARS, FINCAD, Murex to name a few) it became clear that Deriscope provided the greatest degree of customisability and therefore insight.

    Another advantage over competitors is the vast range of products and functions that are available. It avoids being a black-box pricing system unlike rival products and it is possible (if one wants and if one is brave!) to delve deep into the fundamentals of how the software works.

    Its user-friendly, object oriented nature makes it an excellent Excel-embedded solution that I would highly recommend. I would specifically recommend the premium version that makes available custom solutions and consulting - Ioannis has been extremely helpful in implementing new, more niche features.

    Negative

    There are very few negative points that I have encountered in my time using Deriscope - perhaps due to its far more involved and customisable nature, it will take slightly longer to onboard than, for example, Bloomberg MARS.

    Read More...
  • Previous
  • You're on page 1
  • Next