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Why we use Mathematica^® for prototyping 

Rapid-Development Language Symbolic and numerical environment with 1500 symbols/objects for the mathematical oriented modelling statistical and numerical add-ons available completely programmable, extensible system integrated/extensible help system able to handle large data sets

Calculation and Visualization of vega for Black-Scholes type european call options:

• Powerful Visualizations
  • interactive building of graphics
  • full programmable graphics

Dependency of
credit exposure on
speed-of-adjustments

	Comfortable documentation system desktop publishing capabilities powerful editor for formulas allows to build static and dynamic web pages
	We extend Mathematica for our purposes

Delta profile for a portfolio consisting of a FloatingStrikeOption long and a Softbarrier-Option short:

                                                         

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