SciFinance: Automated coding for derivatives pricing and risk models

SciFinance is a complete solution that automates coding and delivers source code (C/C++) for derivatives pricing and risk model development. SciFinance increases the productivity and efficiency of quantitative developers while reducing development time and enhancing risk management.

Create custom, complex derivative pricing models quickly, without programming

Using a high-level language and patented technology, SciFinance enables you to create an unlimited variety of derivatives pricing models across all asset classes quickly and easily. SciFinance automatically generates source code that is optimized globally across functions, consistent and well documented in a fraction of the time it would take to code and debug by hand. Now you can formulate, test and refine alternative derivatives pricing models and risk strategies at unprecedented speed. Design, generate, test and integrate your models into many different work environments.

Flexible derivatives pricing and risk model design, no restrictive libraries

Unlike typical modeling systems, SciFinance is not an inflexible set of library routines that offers imprecise or limited functionality for defining your derivatives pricing and risk models. Rather, SciFinance provides a concise, flexible, and extensible language to specify models in terms that best match your financial instrument, often with a few simple keywords. You get the derivatives pricing model you need, tailored to your precise specifications.

SciFinance components include SciPDE and SciMC, SciCalibrator and SciIntegrator.

SciFinance derivatives pricing and risk model development at a glance...

• ScFinance reduces development time and costs.
  
• SciFinance via ASPEN, its high-level language, provides for a quick, accurate and flexible description of your derivatives pricing models.
  
• SciFinance models derivatives across all asset classes.
  
• SciFinance supports any PDE or PIDE using finite difference methods.
  
• SciFinance supports any SDE using Monte Carlo.
  
• SciIntegrator reduces integration time and costs.