pricing derivatives

Connect with SciComp


Signup for the SciComp Newsletter

Signup for the SciComp Newsletter

Read the latest issue


SciComp on LinkedIn

Follow SciComp on LinkedIn


SciComp on YouTube

Watch SciComp videos on YouTube


Subscribe to the SciComp RSS Feed

Modern browsers have built-in RSS capabilities. You can also access the feed using an RSS-aware application or dedicated reader, such as:

Add the feed directly to MyYahoo or Google Reader using these icons:

Add to My Yahoo! Add to Google Reader or Homepage

 

Home

Communicate


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