pricing derivatives

Clients

(partial, representative list)

ABN Amro

Bank of America

Bloomberg

BOCI

KBC Financial Products

LBBW

Merrill Lynch

Morgan Stanley

NRW.BANK

Swiss Re

TD Securities


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

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