pricing derivatives

ScComp has been issued a patent

SciComp has been issued a patent for its SciFinance software synthesis technology for solving systems of partial differential equations for pricing complex financial derivative products. The technology transforms high-level problem descriptions into executable source code. The SciFinance product uses the technology to pricing options using the Black-Scholes and related equations.

This article appeared in Wall Street & Technology Week.

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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.