pricing derivatives

SciFinance: Model-driven design for quants

SciFinance® is a complete solution that automates coding and delivers source code (C/C++/CUDA) for derivatives pricing and risk model development.

pricing derivatives

Create custom, complex derivative pricing models quickly, without programming or restrictive libraries

  • Automatically generates source code (C/C++/CUDA) that is optimized globally across functions, consistent and well documented.
  • Create an unlimited variety of derivatives pricing models across all asset classes quickly and easily.
  • Not an inflexible set of library routines that offers imprecise or limited functionality.
  • Automatically generates GPU-enabled source code, no parallel computing or CUDA programming expertise is required.

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   SciFinance: Automatic source code generation for pricing derivatives

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   Parallel computing (GPU/CUDA/Open MP)

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News & Events

SciComp to exhibit at Global Derivatives Trading & Risk Management. 25% Discount for SciComp Contacts.

16 - 20 April 2012, Hotel Arts Barcelona

Software vendors and service providers ease GPU adoption

...this approach masks the complexity of parallel programming from the end user, leaving them free to define the characteristics of the pricing model that they want to run on GPUs.