Global & Regional Banks
SciComp provides optimal solutions for quantitative model developers, traders, risk managers and model validation groups within global and regional banks.
SciComp solutions benefits:
- Pricing models for any asset class
- Complete model transparency, generate pricing model source code
- You make the modeling decisions
- NVIDIA GPU or multi-core CPU (Open MP) support for any derivatives pricing model for fast performance
SciFinance®, the ultimate flexible coding solution, is an automatic C/C++/CUDA source code generator for building derivatives pricing models in-house. Providing you full control over modeling decisions, SciFinance significantly reduces development time and costs.
SciComp Consulting provides expert, cost-effective computational finance consulting services offering a wide variety of standard or custom derivatives pricing models, calibration routines and risk management tools that can be tailored to your needs.