Custom Fit Derivatives Pricing and Risk Models

SciComp's Custom Fit Derivatives Pricing and Risk Models meet the needs of users looking for "off-the-shelf" derivative pricing and risk models as well as those seeking a customized model approach that captures particular instrument features and modeling needs.

With hundreds of derivative pricing models to select from we simply make any necessary alterations to customize the pricing and risk model to your specific modeling needs and requirements, an efficient and cost effective solution. Supports the modeling of any financial derivative that can be priced using a single or multi-dimensional partial differential equation (PDE) or Monte Carlo methodology.

Provides comprehensive support for the spectrum of today's financial derivative products including:

• Equity Derivatives
• FX Derivatives
• Commodity Derivatives
• Convertible Bonds
• Primary and Secondary Bonds
• Interest Rate Derivatives
• Cross Currency Structures
• Energy Derivatives
• Credit Derivatives
• Hybrid Instruments