In addition to technical expertise and industry know-how many of our projects require sound programming skills, e.g. for analysing statistical data or for validating risk and valuation models.
Furthermore, RIVACON actively pursues various software projects in the financial engineering and data analytics domains. The produced code is either open-source or is downloadable free of charge in the form of an executable application or add-in.
RIVACON WEB Applications
RIVACON Web Applications is a collection of various dashboards and online tools covering topics in finance (e.g., multi-curve bootstrapping or credit risk modeling) and energy (e.g., MeteoDash or HPF shaping and shifting), which we are continuously expanding. Use the applications free of charge and anonymously with your own data. We look forward to your feedback.
Energy Asset Optimization Framework
A flexible library to facilitate the optimization of multi-commodity energy portfolios. Includes power & heat portfolios, P2x, BESS, co-location or PPAs.
RiVaPy: Valuations in finance and energy sectors
Our Python library RiVaPy can be used to price trading products in the traditional finance sector and in the energy market.
Energy Market Model Suite
(H)PFC models (shaping and shifting) and consistent renewable & spot price sampling for intrinsic or extrinsic valuation of flexibility, renewable assets & PPAs.
RIVACON Notebooks (RiNo)
RiNo is a collection of Jupyter notebooks, each focused on a specific topic in quantitative finance or energy markets..
Jupyter Notebooks on basic concepts of financial mathematics
In cooperation with frontmark, we have created several Jupyter notebooks that help to explain basic concepts of financial mathematics by means of practical examples.
Excel add-ins
In the course of data-driven projects, we have developed function-enhancing Excel add-ins, which have proved to be very useful and easy-to-use tools for data analytics and quality assurance.
