pricing derivatives

SciComp customers include financial engineers and quantitative model developers at financial institutions around the globe.

  • investment banks
  • global banks
  • money center banks
  • asset managers
  • hedge funds
  • insurance companies
  • other financial firms

Clients

(partial, representative list)

  • Bank of America / Merrill Lynch

  • LBBW

  • NRW.BANK

  • Reval


Customer quotes

"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

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News & Events

SciComp to exhibit at Global Derivatives Trading & Risk Management. 25% Discount for SciComp Contacts.

16 - 20 April 2012, Hotel Arts Barcelona

Software vendors and service providers ease GPU adoption

...this approach masks the complexity of parallel programming from the end user, leaving them free to define the characteristics of the pricing model that they want to run on GPUs.