Theodore M. Barnhill, Jr., Ph.D., Professor of Finance and Director,
Financial Markets Research Institute, The George Washington University

ValueCalc has been developed in conjunction with finance courses Professor Barnhill teaches at The George Washington University. It is designed to assist finance professionals, faculty, and students in the areas of security valuation and risk management, financial engineering, and global asset and liability portfolio management. Professional and academic evaluations have been enthusiastic (e.g., "invaluable", "powerful", "intuitive", "exceptional value").    

ValueCalc provides: 

Monte Carlo Simulation Value At Risk analysis for global asset and liability portfolios. Up to forty correlated random variables (i.e. interest rates, exchange rates, stock prices, and commodity prices) can be used in an arbitrage free analysis.

Integrated Market and Credit Risk Analysis

Excel add-in functions and analytical screens (full list) which return over 500 valuation and risk measures for:

2-D and 3-D Graphics for instruments and portfolios 

Structured finance case studies and technical notes  


Purchasing Information

Commercial licenses for ValueCalc 3.0 (excluding ValueCalc Credit) start at $15,000 per year. Commercial price quotes are available on request. Finsoft also offers security valuation and risk management consulting services.

Universities can license an academic version of ValueCalc 3.0 (excluding ValueCalc Credit) for multi-user, multi-course academic research and teaching purposes at significantly discounted prices. Single course multi-user licenses and single user licenses for the academic version of ValueCalc 3.0 (excluding ValueCalc Credit) are also available.

Mail, phone, fax, or e-mail orders and inquires to:

FinSoft, Inc.

6615 Cardinal Lane

Annandale, VA 22003

703-354-0503 Phone

703-354-7719 Fax