pricing derivatives

Management Team

Elaine Kant, Ph.D. - President and CEO
Curt Randall, Ph.D. - Executive Vice President
Stacy Formby - Director - Marketing

Elaine Kant
President and Chief Executive Officer

Elaine is a recognized leader in the field of software synthesis. She holds a Bachelor of Science degree in Mathematics from the Massachusetts Institute of Technology and a Doctoral degree in Computer Science from Stanford University. Elaine has been elected a Fellow of the American Association of Artificial Intelligence and a Fellow of the American Association for the Advancement of Science. She has written numerous books, chapters, and technical papers on software synthesis, understanding and automating algorithm design, and scientific computing environments. Elaine is the chief architect of the SciNapse system, focusing on how to represent the mathematical knowledge in SciNapse's problem-solving engines.

Curt Randall
Executive Vice President

Curt has worked in computational finance, computational physics, and engineering for over 30 years. He has been a researcher, consultant, and project manager in fields as diverse as the pricing of derivative securities, controlled fusion research, and geophysics. He holds a Master's degree in Nuclear Engineering from the University of Wisconsin and a Doctoral degree in Applied Physics from the University of California. At SciComp, Curt is primarily involved with the development of financial applications and algorithms, and is the company's principal liaison to the risk management and derivatives community. He is co-author, with Domingo Tavella of Octani Associates, of the book Pricing Financial Instruments: The Finite Difference Method, published by John Wiley & Sons.

Stacy Formby
Director - Marketing

Stacy has over 20 years of experience in marketing communications, PR, and software and hardware marketing. She has specialized in business identity, product launching, marketing messaging and advertising campaign creation and execution. Stacy has consulted for software, medical, technology and finance companies. Stacy is responsible for developing and executing the marketing and PR strategies for SciComp.

Sales are handled through our partners Syndeo and Candiensten

Visit our Partners page for more information, or our Contacts page for detailed contact information.

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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."

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