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

  • Bloomberg

  • LBBW

  • Merrill Lynch

  • NRW.BANK


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

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."

CUDA-Enabled Codes

"...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