SciFinance automates pricing and risk model development
Parallel Computing achieves blazing fast performance with CUDA and OpenMP
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...
Monte Carlo Greeks in Practice
"...The advantage of such estimation lies in its independence of the underlying model and payoff structure, enabling a generic implementation with little additional programming"
Wilmott Magazine
"...SciFinance takes complex mathematical models and translates them into something a computer can solve, allowing banks to flexibly change pricing models as they introduce new products."
Newsweek International