In-house derivatives pricing model development
Reduce development time, costs and risks. SciFinance®the
ultimate flexible coding solution, is a C/C++/CUDA source code generator
for building derivatives pricing models. Learn
more >
- Complete model transparency, generates C/C++/CUDA derivatives pricing model
source code.
- Not a toolkit, you make the modeling decisions.
- Supports
the modeling of any PDE or Monte Carlo-based derivatives pricing model.
- GPU-enable any derivatives
pricing model for fast performance.
- Generate pricing models for any asset class. Equity, FX, commodities, convertible bonds, interest rate, cross currency, energy, credit, hybrids and more.
