Risk Analytics Lab
The Risk Analytics Lab at Macquarie University is a cross-disciplinary research team collaborating with academia and industry on innovative risk analytics solutions across several domains: finance, economics, energy, insurance, demography, superannuation and environmental finance.
On this page you will find a collection of online calculators from different research projects. Please visit the main Risk Analytics Lab webpage at Macquarie University for more information.
Optimal decisions in retirement
Test how you should act optimally with respect to consumption, risky investments and housing decisions in retirement in an uncertain future. Just enter your risk preferences, age and wealth level.
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Variable annuity pricing
Example implementation of our efficient solution algorithm for variable annuity pricing. Includes
four different versions of the GMxB types and also a Capital Protection variable annuity.
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Bermudan option pricing
Price Bermudan options with the binomial or Least-Squares Monte Carlo method.
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American options pricing
Price American options with finite difference method.
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Asian option pricing
Price Asian options with finite difference method.
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TARN option pricing
Price Target Accumulation Redemption Note options with finite difference method
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Window Barrier option pricing
Price Window Barrier options with finite difference method.
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Lee-Carter Mortality forecasting
Predict mortality rates for various regions based on the Lee-Carter model.
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