SciFinance: Asset coverage

SciFinance 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.

Credit

SciFinance supports a full range of credit contingent instruments, both single name structures, including credit default swaps (CDS), option on CDS, as well as basket structures, including collateralized debt obligations (CDOs), CDO squared, and other arbitrary waterfall structures. SciFinance provides easy access to models (credit default, interest rate, etc.) via simple keywords, and without programming. >>more on pricing credit derivatives

Convertible Bonds

SciFinance is the ideal solution for handling the complexities of convertible bond and equity-linked contracts. Seemingly minor variations in term sheets can require new models of the underlying equity, interest rate, or credit processes and new numerical algorithms to deal with them. Partial differential equation (PDE) solutions are well known to be optimal for convertible bonds. And while it is easy to program a PDE solution poorly, creating accurate, efficient programs requires a deep understanding of numerical convergence and state-of-the-art algorithms. >>more on convertible bond pricing

Interest Rate

Spanning the range from short rate models, to multi-factor LIBOR market models, to exotic proprietary models, SciFinance makes the job easy. Using our high-level language, specifying even the most complex instrument can be done quickly and accurately. With both PDE and Monte Carlo methods available, you choose the optimal approach for modeling any problem. >>more on pricing interest rate derivatives

Equities, FX and Commodities

Our clients have been using SciFinance to model equity, FX and commodity derivatives for over a decade. From vanilla exotics to the most complex derivatives, SciFinance allows limitless modeling capability for rapidly modeling equity, foreign exchange and commodity derivatives. Using fast Monte Carlo and finite difference methodologies allows you to model any structure with the most efficient code available. >>more on pricing equity, FX and commodity derivatives

Hybrid & Structured Products

SciFinance 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, SciFinance is an ideal solution for rapidly developing the models you need. >>more on pricing hybrid and structured products

Emerging Market Debt

Today's global financial markets require robust, pricing and risk solutions that can capture all relevant model parameters. SciFinance provides you the ability to model the dynamic components of emerging market debt, quickly, easily and accurately. >>more on pricing emerging market debt

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