pricing derivatives

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Main: (512) 451-1050
  Fax:   (512) 451-1622
  New York Sales Office:   (212) 327-1777
  Amsterdam Sales Office:   +31 20 5608410
  Tech Support:   (512) 451-1050 ext. 202

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sales@scicomp.com
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SciComp Inc.
5806 Mesa Drive, Suite 250
Austin, TX 78731
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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