SciComp Website Site Map
Company Information
Products
- SciFinance: Automated derivatives model development environment: Overview
- Parallel computing: CUDA and Open MP parallel code with SciGPU
- SciCalibrator: Derivatives pricing model calibration
- SciCMD: Customized derivatives pricing model devlopment: Overview
- SciSTCDO: Single tranche CDO pricing, risk, calibration and implied correlation engine. Single-tranche CDO pricer
- SciComp Yield Curve Builder
Asset Coverage
- Pricing credit derivatives
- Pricing equity/fx/commodity derivatives
- Pricing convertible bonds
- Pricing interest rate derivatives
- Pricing hybrid structured products, emerging market debt
Resource Center
News
- News articles
- Tesla 10 & CUDA 2.0: Real-World Applications & Financials: SciComp's SciFinance Beyond3D
- Wall Street Accelerates Options Analysis with GPU Technology, Wall Street and Technology
- General Monte Carlo Greeks in Practice, Wilmott Magazine
- Computer Software That Writes Itself Newsweek International
- News clippings
- BOCI Choose SciComp, Wilmott Magazine
- SciComp strategy, Risk Magazine
- SciComp: Weapon of math instruction, Wilmott Magazine
- SciComp releases SciCal calibrator for SV and SVJ, Numa.web
- Turbo-charged models, Risk Magazine
- Fast Monte Carlo programming, Risk Magazine
- Texas-based SciComp has developed SciMC, Finextra.com
- ABN Amro equities unit in SciComp deal, Risk News
- ABN AMRO has licensed SciFinance and SciXL, Finextra.com
- Dutch bank buys SciComp software, Austin Business Journal
- SciComp awarded patent, Austin American-Statesman
- SciComp has been issued a patent, Wall Street & Technology Week
- SciXL from SciComp takes the pain out of producing Microsoft Excel add-ins Financial Engineering News
- Press releases
- SciComp Speeds Derivatives Performance with New Parallel Code Styles and SciXpress Features (04/09)
- SciComp Accelerates Market Leading Derivatives Pricing Software with NVIDIA CUDA (09/08)
- SciComp Inc. Releases
Version 4.0 of SciFinance® Automated Derivatives Pricing
Software (09/06)
- SciComp Inc. Releases SciSTCDO 2.0, Credit Derivatives Pricing Engine (03/06)
- SciComp Inc. Releases SciSTCDO, a New Credit Derivatives Pricing Engine (06/05)
- SciComp Inc. Receives Second Patent For SciFinance (11/04)
- New sales support in Europe, U.S. (11/04)
- BOC International Holdings Ltd Chooses SciComp's Derivative Pricing Software (02/04)
- SciComp Releases SciCal Calibration Software for Derivatives Pricing Models (06/03)
- SciComp announces new distributor in Europe (09/02)
- SciMC, New Monte Carlo Software for Pricing Derivatives released (05/01)
- ABN AMRO's chooses SciFinance, SciXL (05/01)
- SciComp Inc. receives patent for groundbreaking technology (02/01)
- SciXL from SciComp takes the pain out of producing Excel add-ins (09/00)
- New Book Explores Pricing Methods for Financial Instruments (04/00)
- Merrill Lynch, SciComp Extend Relationship (10/99)
- Merrill Lynch Chooses
SciComp's Derivative Pricing Software (01/99)
- Events
- Newsletters
Home
SciFinance automates pricing and risk model development
SciGPU™ achieves blazing fast performance with CUDA and OpenMP
SciCalibrator™ provides pricing model calibration
A resource site with examples, documentation and more...
Communicate
Watch the SciFinance Parallel Computing movie:
Webinar: Automatic GPU computing for derivative pricing models
ICBI
Global Derivatives 2010
Annual Conference
Paris, May 17-21, 2010
NEWS
"...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