SciComp Website Site Map
Company Information
Products
In-House Development Products
SciFinance® automates pricing and risk model development
SciPDE™ and SciMC™ are the core SciFinance modules
SciGPU™ achieves blazing fast performance with CUDA and OpenMP
SciCalibrator™ provides pricing model calibration
SciIntegrator™ eases integration
Tailored Products
- Custom Fit Pricing Models
- Bond Calculator
- Standard Convertible Bond Pricing Model
- CDS Pricer
- STCDO Pricing Engine
- Yield Curve Builder
Asset Coverage
- Equity Derivatives
- FX Derivatives
- Commodity Derivatives
- Convertible Bonds
- Primary and Secondary Bonds
- Interest Rate Derivatives
- Cross Currency Structures
- Energy Derivatives
- Credit Derivatives
- Hybrid Instruments
Resource Center
News
- Reval Reduces Time to Price OTC Derivatives, Securities Industry News
- Reval signs for SciComp, Finextra.com
- Wall Street Accelerates Options Analysis with GPU Technology, Wall Street and Technology
- Tesla 10 & CUDA 2.0: Real-World Applications & Financials: SciComp's SciFinance Beyond3D
- SciComp Accelerates Derivatives Pricing with CUDA, InsideHPC
- State of the IT, Risk Magazine
- You Have the Technology, Risk Magazine
- Shorter model development time and faster execution with latest iteration, Wilmott Magazine
- New and Improved, Risk Magazine
- SciComp: Quantifying Choice, Wilmott Magazine
- Computer Software That Writes Itself, Newsweek International
- Second patent for SciComp, Wilmott Magazine
- SciComp Inc., Risk Magazine
- SciComp Dives into Large Pool, Wilmott Magazine
- BOCI Choose SciComp, Wilmott Magazine
- SciComp Strategy, Risk Magazine
- SciComp releases SciCal calibrator for SV and SVJ, Numa.web
- SciComp release SciCal calibration software for derivatives pricing models, Wilmott Magazine
- 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
- Reval Speeds Up Complex Computing in the Cloud with SciFinance (05/10)
- 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 Version 2.0 of SciSTCDO, Credit Derivatives Pricing Engine (02/06)
- 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)
- 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)
- 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)
Home
SciFinance® automates pricing and risk model development
SciPDE™ and SciMC™ are the core SciFinance modules
SciGPU™ achieves blazing fast performance with CUDA and OpenMP
SciCalibrator™ provides pricing model calibration
SciIntegrator™ eases integration
A resource site with examples, documentation and more...
Communicate
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."
"...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