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
Standalone customizable pricing and calibration tools.
Derivatives Pricing Models
A resource site with examples, documentation and more...
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News & Events
16 - 20 April 2012, Hotel Arts Barcelona
Software vendors and service providers ease GPU adoption
...this approach masks the complexity of parallel programming from the end user, leaving them free to define the characteristics of the pricing model that they want to run on GPUs.