SciCMD: From "off-the-shelf" to custom derivative pricing and risk models

Customized Derivative Pricing and Risk Models

SciCMD meets 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.

A cross asset solution, SciCMD 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.

SciCMD solutions are as easy as a term sheet away. SciCMD pricing and risk models are available from one of hundreds of existing derivative model templates. Any of these templates can be converted into ready-to-use Excel add-in or C/C++ source code derivative pricing library at the click of a button.

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

• Credit derivatives
• Equity derivatives
• Convertible bonds
• Interest rate derivatives
• Cross currency structures
• Fixed income instruments
• FX derivatives
• Commodity derivatives
• Energy derivatives
• Emerging market instruments
• Cross asset structures
• Structured products