pricing derivatives

Events

Past events

ICBI Global Derivatives 2010
Annual Global Derivatives & Risk Management Conference
17 - 21 May 2010, Hotel Concorde Lafayette, Paris

Seminar on GPU-Accelerated Derivative Pricing and Risk Models
Zurich, Thursday April 22, 2010
Presented by SciComp Inc. and NVIDIA Corporation

Seminar on GPU-Accelerated Derivative Pricing and Risk Models
Frankfurt am Main, Wednesday, January 20, 2010
Presented by SciComp Inc. and NVIDIA Corporation

Watch this Webinar Recording: GPU-Accelerated Derivative Pricing and Risk Models
November 17th, 2009
Presented by SciComp Inc., NVIDIA Corporation and Dell, Inc.

June 2009 seminars on GPU-Accelerated Derivative Pricing and Risk Models
New York City and London
Presented by SciComp Inc. and NVIDIA Corporation

ICBI Global Derivatives 2009
Annual Global Derivatives & Risk Management Conference
28-30 April 2009 Main Conference

Frankfurt MathFinance Workshop
Derivatives and Risk Management in Theory and Practice
23-24 March 2009

ICBI Global Derivatives 2008
Annual Global Derivatives & Risk Management Conference
Meridien Etoile, Paris, Paris, May 19-23, 2008

Frankfurt MathFinance Workshop
Derivatives and Risk Management in Theory and Practice
17-18 March 2008

ISDA 23rd Annual General Meeting
15-17 April 2008

ICBI Global Derivatives 2007
Annual Global Derivatives & Risk Management Conference
Le Palais des Congres, Paris, May 21-25, 2007

Frankfurt MathFinance Workshop
Derivatives and Risk Management in Theory and Practice
26-27 March 2007

Risk Magazine's Quant Congress Europe
London, 11-12 October 2006

WBS 3rd Fixed Income Conference
Amsterdam, 20-22 September 2006

Derivatives and Risk Management Europe
Monte Carlo, 5-8 June 2006

Frankfurt MathFinance Workshop
Derivatives and Risk Management in Theory and Practice
27-28 March 2006

ICBI Global Derivatives 2006
Annual Global Derivatives & Risk Management Conference
Le Meridien Montparnasse, Paris, 8-12 May, 2006

Risk Magazine's Quant Congress Europe
London, October 31 & November 1, 2005

Risk Magazine's Global Risk Management Summit 2005
Monte Carlo Grand Hotel, April 26-29, 2005

ICBI Global Derivatives 2005
Annual Global Derivatives & Risk Management Conference
Meridien Montparnasse, Paris, May 23-26, 2005

World Business StrategiesThe Inaugural Fixed Income Conference
Hilton Hotel, Prague, Chzech Republic
September 15-17, 2004

ICBI Global Derivatives 2004
Hotel NH Eurobuilding
Madrid, May 25-28, 2004

Curt Randall, VP of SciComp, participated in the following panel along with Jim Gatheral of Merrill Lynch and Vladimir Lucic of TD Securities

Case Study: Calibration and Comparison of Stochastic Volatility and Other Advanced Volatility Models

Modeling Credit Derivatives with a High-Level Language
Commerzbank, Frankfurt, July 11, 2003

ICBI Global Derivatives 2003
Annual Global Derivatives & Risk Management Conference
Hotel Princesa Sofia Inter-Continental
Barcelona, May 21 - 22, 2003

FOW 12th International Derivatives Exhibition
Congress Center, Frankfurt 18 -19 March 2003

Applying and Calibrating Stochastic Volatility Models
Park Hotel, Amsterdam, February 28, 2003

Pricing Credit Derivatives
Park Hotel, Amsterdam, February 27, 2003


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Watch the SciFinance Parallel Computing movie:

Webinar: Automatic GPU computing for derivative pricing models


NEWS

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."

Beyond 3D