SciComp strategy

...the company plans to release a new examples catalogue for its automated pricing model generator SciFinance, which will enable users to code and price very exotic derivatives. An upgraded version of SciIntegrator will provide extra functionality for developers using Microsoft's .Net and Java. Also planned is SciCal+, which will provide calibration for such things as local volatility, stochastic volatility and stochastic volatility plus jumps...SciComp plans an ASP version of SciFinance.

This article appeared in Risk Magazine

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SciFinance® automates pricing and risk model development

SciPDE™ and SciMC™ are the core SciFinance modules

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SciCalibrator™ provides pricing model calibration

SciCalibrator Overview

SciIntegrator™ eases integration

SciIntegrator Overview

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Reval Speeds Up Pricing Complex Instruments in the Cloud with SciFinance

"We were looking for a cost-effective and easy-to-deploy solution to improve the pricing of complex derivative instruments using PDEs or Monte Carlo simulation in our SaaS product. We found it with SciFinance and GPU-enabled models, without having to become experts in parallel coding or CUDA."

CUDA-Enabled Codes

"...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."

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