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
SciFinance® automates pricing and risk model development
SciPDE™ and SciMC™ are the core SciFinance modules
SciGPU™ achieves blazing fast performance with CUDA and OpenMP
SciCalibrator™ provides pricing model calibration
SciIntegrator™ eases integration
A resource site with examples, documentation and more...
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."
"...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