Mathematical Finance Company has contributed to basic parts of mathematical finance in university research and in the financial services industry. Its models, methods, algorithms, software, and know-how have been applied in North America, Europe and Asia. Its research has been featured on Ph.D. exams in finance and applied in financial regulation. Its software has been used for valuing financial products, insurance, lines of business, and entire companies. It has been used in the derivatives, insurance, and financial services industries.

Mathematical Finance Company provides unique software and consulting services for cash flow testing and risk evaluation for many of the financial products that are sold to investors. The heart of this revolutionary software is the Economic Scenrio Generator (ESG™ ), which uses the Double Mean Reverting Process(DMRP™ ) and hitorical algorithms. The DMRP™ is currently the only reliable two-variable model for generating economic scenarios of interest rates for both risk-neutral and realistic yield curves. The use of two state-variables in generating interest rate scenarios results in the best fit of any model that is in current use to historical stylized facts.

• Mathematical Finance Company is a small privately held company, formed as a Virginia corporation in 1993. It has offices in Alexandria, VA and in Colorado Springs.
• MFC's business is developing and publishing software and related materials for financial services particularly life insurance.
• MFC has clients in Canada and the U.S. It has also performed services elsewhere.
• MFC produces and licenses software for simulation of interest rates and other economic variables used in the life insurance industry under annual licenses.
• MFC clients under annual licenses use MFC interest rate simulation software to perform risk management analysis on life insurance liabilities in excess of 100 billion US dollars on an annual basis.
• MFC has provided support to taskforces on risk management of the American Academy of Actuaries since 1997. These include equity indexed annuities, uniform valuation system, and C3 phase II equity risk currently.
• MFC personnel have taught on interest rate models and risk management methods at numerous actuarial meetings in Canada, the U.K. and the U.S. since 1995. The state of the art of simulation of interest rates used in life insurance in the U.S. has adopted many of the techniques and standards pioneered by MFC. Over one trillion dollars of life insurance liabilities have risk management analysis done annually with interest rate models traceable to MFC methodology.
• Research by MFC personnel has been published in leading academic journals and is cited and exhibited in leading textbooks used in Ph.D. programs world wide. It has been cited in Ph.D. theses at such schools as Harvard and Stanford. It is cited on the web pages of such universities as Berkeley, Columbia University, Duke, Fordham, Georgia State, Koblenz, Queens University Canada, Nankai China, Ohio State, Stanford, SDU Denmark, University Aarhus Denmark, University of Connecticut, UCLA, University of Washington University of Waterloo, Virginia Tech, and the Wharton School.
• MFC research is available on the web pages of the Canadian Institute of Actuaries, the Society of Actuaries and the Faculty and Institute of Actuaries in the UK. It is used in education of actuaries worldwide. It is cited on the International Association of Actuaries web pages and the Casualty Actuaries Society and Brown Brothers Harriman.
• MFC research is widely used in insurance and financial services.
• Links to web pages citing MFC research are available on these web pages.