pricing derivatives

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I am interested in modelling these asset classes:
equity derivatives cross currency structures
foreign exchange (FX) derivatives energy derivatives
commodity derivatives credit derivatives
convertible bonds hybrid structures
primary and secondary bonds other structured products
interest rate derivatives    

Specific models or features needed:

Contact me with more information on:
In-House Development Products
SciFinance® Automatic source code generation for pricing derivatives
SciGPU - Automatic source code generation for parallel computing (GPU/CUDA/Open MP)
SciCalibrator - Model calibration
SciIntegrator - Model integration
Tailored Products
Custom Fit Pricing Models
Bond Calculator
Standard Convertible Bond Pricing Model
CDS Pricer
STCDO Pricing Engine
Yield Curve Builder

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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."

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