pricing derivatives

pricing derivatives

SciFinance

Your models, your way. Automated derivatives pricing model development. SciFinance is the ultimate flexible coding solution for in-house derivatives pricing and risk modeling. SciFinance automates coding and delivers full documented, standalone source code (C/C++) and Excel spreadsheets. Read more or Watch the SciFinance movie.

derivatives calibration

SciCalibrator

Calibrate to market data, automatically. SciCalibrator delivers fast development of custom calibration models, genereated as fully documented, standalone C/C++ source code or Excel spreadhseets and add-ins. Read more

derivatives pricing models

SciCMD

Off-the-shelf and custom models. Frustrated by the "cookie cutter" solutions and limited analytics offered by other model providers? SciCMD offers both "off-the-shelf" as well as custom derivatives pricing and risk models that are tailored to your needs. Read more

CDO pricing models

SciSTCDO

Single tranche CDO pricer. SciSTCDO is a standalone credit derivatives pricing, risk, calibration and implied correlation engine for single-tranche collateralized debt obligations (STCDO), including standardized tranched indices. Read more

Home

SciFinance automates pricing and risk model development

SciCalibrator provides pricing model calibration

SciCMD delivers off-the-shelf" and custom pricing models

SciSTCDO is a single-tranche pricing and risk engine

Yield curve builder

A resource site with examples, documentation and more...

Communicate

UPCOMING EVENTS

ICBI Global Derivatives 2008
Annual Conference
Paris, May 19-23, 2008

Frankfurt MathFinance Workshop
Derivatives and Risk Management in Theory and Practice
17-18 March 2008

ISDA 23rd Annual General Meeting
15-17 April 2008