
(partial, representative list)
"The code I generated using SciFinance is substantially faster and more efficient than our technique. Our old code looks awful by comparison."
Risk Manager at a Major Investment Bank
"SciFinance addresses an important gap in the financial technology market. This product, which facilitates quick, inexpensive pricing of new instruments, would be extremely valuable to a derivatives dealer. I've seen deals lost for lack of quick turnaround on pricing code."
Former Trader, now at a Large Software Integration Firm
"Using SciFinance saves us a tremendous amount of programming work. We use the technology to develop customized pricing models for equity options faster than with other methods."
Head of Research at a European Investment Bank
"Anyone can see the advantage of automating the job of writing code. SciFinance's multi-asset option pricing codes are particularly impressive."
Modeling Consultant
"SciFinance is a utopian solution to the traditional bottlenecks of rapidly valuing a new option structure."
Quantitative Analyst at a Large U.S. Investment Bank
SciFinance® automates pricing and risk model development
SciPDE™ and SciMC™ are the core SciFinance modules
SciGPU™ achieves blazing fast performance with CUDA and OpenMP
SciCalibrator™ provides pricing model calibration
SciIntegrator™ eases integration
A resource site with examples, documentation and more...
Watch the SciFinance Parallel Computing movie:
Webinar: Automatic GPU computing for derivative pricing models
NEWS
Reval Speeds Up Pricing Complex Instruments in the Cloud with SciFinance
"We were looking for a cost-effective and easy-to-deploy solution to improve the pricing of complex derivative instruments using PDEs or Monte Carlo simulation in our SaaS product. We found it with SciFinance and GPU-enabled models, without having to become experts in parallel coding or CUDA."
"...the only thing you need to add to get GPGPU acceleration is literally 'CUDA'; it's a single keyword, not a fundamentally different way to formulate the math equations. This allows SciComp's customers to save even more time while also improving accuracy."
Beyond 3D