SciFinance GPU Computing Movie

SciFinance® automates pricing and risk model development

• SciFinance Overview
• Business Benefits

SciPDE™ and SciMC™ are the core SciFinance modules

• SciPDE and SciMC overview

SciGPU™ achieves blazing fast performance with CUDA and OpenMP

• SciGPU Overview
• SciGPU Examples

SciCalibrator™ provides pricing model calibration

• SciCalibrator Overview

SciIntegrator™ eases integration

• SciIntegrator Overview

 

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Standalone customizable pricing and calibration tools.

Derivatives Pricing Models

• Custom Fit Pricing Models
• Standard Convertible Bond Pricing Model
• STCDO Pricing Engine
• Bond Calculator
• CDS Pricer

 

Calibration Tools

• Heston Stochastic Volatility Calibrator
• Local Volatility Calibrator
• 1- or 2-Factor Short Rate Calibrator
• ATM Gabillion Calibrator
• ATM Schwartz97 Calibrator
• CDS Calibrator
• Large Pool Model Calibrator
• Semi-Analytic Implied Base Correlation Calibrator

 

• Yield Curve Builder

• Equity Derivatives
• FX Derivatives
• Commodity Derivatives
• Convertible Bonds
• Primary and Secondary Bonds
• Interest Rate Derivatives
• Cross Currency Structures
• Energy Derivatives
• Credit Derivatives
• Hybrid Instruments

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