pricing derivatives

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SciFinance automates pricing and risk model development

Parallel Computing achieves blazing fast performance with CUDA and OpenMP

SciCalibrator provides pricing model calibration

SciCMD delivers off-the-shelf" and custom pricing models

SciSTCDO is a single-tranche pricing and risk engine

Yield curve builder

A resource site with examples, documentation and more...

Communicate

IN THE NEWS

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."

Newsweek International