SciComp Inc.
Newsletter

Analytic Space
 
Today's rapidly changing regulatory environment requires flexible, robust risk management tools. Addressing issues such as bank-wide consistent market data sets and risk models, aggregation of risk measures across business lines, independent portfolio valuations, and multiple systems are not only time consuming and costly, but often involve changes in business practices and a need for new technologies.  
 
This is why SciComp is excited to announce Analytic Space. Jointly developed by SciComp Inc and IBS Capital, Analytic Space is a customizable risk management framework that employs an intuitive, configurable environment for independently building and sharing market data sets, pricing models and custom financial reports. Employing a centralized service approach, Analytic Space makes it easy for traders, portfolio managers and risk managers to implement and share analytical solutions tailored to their particular needs and requirements. 
 

 Learn more about Analytic Space


VIX Option Analyzer
 
SciComp's VIX Option Analyzer is a stand-alone, ready-to-use module that simultaneously calibrates a universal volatility model to both SPX and VIX options and generates prices and sensitivities. Ideally suited for trading and arbitrage strategies, the analyzer employs a volatility model comprising either non-parametric or parametric local volatility models, mean reverting stochastic volatility multiplier and simultaneous jumps in both asset level and volatility. 

All three components - local volatility, stochastic volatility and jumps are required to match both SPX and VIX volatility surfaces. The calibrated model generates prices and sensitivities for traded SPX and VIX options and can be used for pricing OTC volatility contracts.

 

SciFinance
 
SciFinance, the premier derivatives pricing code generation technology, continues to evolve with more powerful and robust functionality.

  • In response to renewed market interest in volatility modeling, SciFinance has been extended to include next generation volatility models and calibration routines.
     
  • SciFinance's ability to create pricing code from custom specifications allows rapid response to new market conditions, such as negative interest rates.
     
  • SciFinance's GPU code synthesis has been updated to take advantage of the latest CUDA software and GPU hardware developments for lightning fast execution.
 







RiskMinds Americas 2016

SciComp is sponsoring RiskMinds Americas 2016 to be held in Chicago, 20 - 23 September 2016.

RiskMinds Americas is the annual gathering of senior risk professionals from across the Americas to discuss the regulatory and risk management issues affecting the financial industry. With over 250 attendees, you will have a unique opportunity to meet the leading practitioners in the field and learn from them. 


As one of our special contacts, you are entitled to a 20% discount off the booking fee!

To claim your discount, book online at   http://www.riskmindsamericas.com/ and use VIP code: FKN2457SCI, or contact the RiskMinds customer services team on +44 (0) 20 7017 7200 quoting your VIP code FKN2457SCI.

We look forward to seeing you in Chicago in September.



SciComp Consulting
 
Our skilled, professional quantitative development team provides expert, cost-effective derivatives consulting services. From implementing industry standard pricing models for any asset class to enhancing risk simulation models.

SciComp highlighted a number of standalone products at the conference. 

Click the links below to download data sheets and get more information.

 
Learn more about SciComp Consulting


Please contact me if you have any questions or require any additional information.

Dean Tallam, SciComp Sales Representative 
New York, NY direct: (212) 327-1777