SciFinance Overview Movie
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SciFinance automates pricing and risk model development
Parallel Computing achieves blazing fast performance with CUDA and OpenMP
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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PRESS RELEASES
SciComp Speeds Derivatives Performance with New Parallel Code Styles and SciXpress Features
IN THE NEWS"...the only thing you need to add to get GPGPU acceleration is literally 'CUDA'; it's a single keyword, not a fundamentally different way to formulate the math equations. This allows SciComp's customers to save even more time while also improving accuracy."
Beyond 3D
Monte Carlo Greeks in Practice
"...The advantage of such estimation lies in its independence of the underlying model and payoff structure, enabling a generic implementation with little additional programming"
Wilmott Magazine
"...SciFinance takes complex mathematical models and translates them into something a computer can solve, allowing banks to flexibly change pricing models as they introduce new products."
Newsweek International