pricing derivatives

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SciFinance development solution for pricing derivatives
SciFinance parallel computing with NVIDIA GPUs
Customized, off-the shelf derivatives pricing models

I am interested in modelling these asset classes:
credit products interest rate derivatives
convertible bonds energy derivatives
equity derivatives emerging marketing debt
foreign exchange derivatives hybrid structures
commodity derivatives other structured products

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PRESS RELEASES

SciComp Accelerates Market Leading Derivatives Pricing Software with NVIDIA CUDA 09/16/08

IN THE NEWS

NVIDIA and SciFinance

"...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

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

Software That Writes Itself

"...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."

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