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The main product of the company ‘Derivative Software’ or DerSoft  is TradeSmart. This sofware comprises over 100 models, which derive prices for Futures, Options and Swaps. Most valuable are probably the interest rate swap and interest rate options models. They include exotics as Libor in areas swaps, Index Amortizing Swaps, Yield curve swaps, and swapoptions for cash and swap settlement. TradeSmart also includes the standard exotic option models as barrier options, lookback options, multi-asset options, average options etc. For more info see the page ‘TradeSmart Software’.

In addition to the software TradeSmart, we give invesment advice on

  • Investments using futures, swaps and options.
  • Market risk, credit risk and OP risk management solutions.
  • Complex financial modeling.

In particular DerSoft educates on how to

  • How to use derivatives as a speculation instrument to maximize profitability.
  • How to use derivatives to reduce market risk, credit risk and OP risk.
  • How to achieve arbitrage with derivatives.
  • How to reduce financing costs with derivatives.

Dr. Gunter Meissner Biography

After a lectureship in mathematics and statistics at the Economic Academy Kiel, Gunter Meissner PhD joined Deutsche Bank in 1990, trading interest rate futures, swaps and options in Frankfurt and New York. He became Head of Product Development in 1994, responsible for originating algorithms for new derivatives products, which at the time were Lookback Options, Multi-asset Options, Quanto Options, Average Options, Index Amortizing Swaps, and Bermuda Swaptions. In 1995/1996 Gunter Meissner was Head of Options at Deutsche Bank Tokyo. From 1997 to 2007, Gunter was Professor of Finance at Hawaii Pacific University. Currently, he is President of Derivatives Software (www.dersoft.com), Adjunct Professor of Mathematical Finance at NYU (www.cims.nyu.edu) and Director of the Master in Financial Engineering program at the Shidler College of Business at the University of Hawaii (www.shidler.hawaii.edu/mfe).

Publications

Gunter Meissner has published numerous papers on derivatives in international journals and is a frequent speaker on conferences and seminars. He is author of 4 books, including his 2008 edition: “The Definitive Guide to CDOs – Application, Pricing, and Risk Management”

For additional information take a look at Dr. Meissners’ CV.

Dr. Meissner’s publications.