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MBRM
MBRM - MB Risk Management
29 Throgmorton Street
London EC2N 2AT
United Kingdom

Email: sales@mbrm.com
Phone: +44 20-7628 2007
Fax: +44 20-7628 2008

MBRM PRESS RELEASE
http://www.mbrm.com

Nov 2007

MBRM are pleased to announce the launch of version 10.0.07 of UNIVDRV - Universal Derivatives Add-in with enhanced optimization techniques for the CALIBRATION OF LOCAL VOLATILITY SURFACE from an implied volatility surface for improved accuracy and enhanced arbitrage analysis of plain vanilla and exotic options.

Background:

MBRM are developers of the world-famous UNIVERSAL Add-ins. With 30,000+ users world-wide, the UNIVERSAL Add-ins are the most widely-used derivative software for the pricing, risk management, trading, arbitrage, fund management and auditing of securities, options, futures and swaps in the convertible, fixed income, commodities, energy, equities, foreign exchange and money markets. Links with most real-time feeds create a powerful and dynamic analytical environment. MBRM's software is used world-wide in mission critical applications by most major Investment Houses, Money Managers and Corporate Treasuries.

The UNIVERSAL Add-ins are all implemented as function calls in a Dynamic Link Library (DLL), thus assisting in the ease of use and integration into the user's analytical environment.

The UNIVERSAL Add-ins are compatible with Excel, Access, OpenOffice.org (OOo), Visual Basic, VB.NET, C/C++/C#, Java, Fortran and ActiveX running under Windows 95/98/ME, Windows NT/2000/XP/2003 (32-bit and 64-bit) and Vista (2007).

UNIX (Solaris, Linux, AIX) static and shared libraries, as well as C/C++ source code, also available for Intel, SUN, and IBM i/p/x/z Series platforms.

This object-orientated building-block approach provides unequalled speed, cost effectiveness and flexibility. MBRM's technical support is excellent since the software has been designed and implemented in-house.

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