pricing derivatives

Hybrid instruments

ScComp provides our customers the ability to quickly and accurately model the spectrum of derivative instruments, from vanilla exotics to the most complex structures. Coverage includes a broad range of financial products, across asset classes.

pricing derivatives

Hybrid Instruments

SciComp provides you access to a robust development environment and state-of-the-art numerical methodologies required to model the complex, cross-asset or structured deals in the market today. Given the unique and custom nature of each deal, SciComp's solutions are an ideal fit for rapidly developing the models you need.

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SciFinance automates pricing and risk model development

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...

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UPCOMING EVENTS

ICBI Global Derivatives 2008
Annual Conference
Paris, May 19-23, 2008

Frankfurt MathFinance Workshop
Derivatives and Risk Management in Theory and Practice
17-18 March 2008

ISDA 23rd Annual General Meeting
15-17 April 2008