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In-House Derivatives Pricing Development

SciFinance® automates pricing and risk model development

  • SciFinance Overview
  • Business Benefits

SciGPU™ achieves blazing fast performance with CUDA and OpenMP

  • SciGPU Overview
  • SciGPU Examples

SciCalibrator™ provides pricing model calibration

  • SciCalibrator Overview

SciComp Consulting

SciComp Consulting will customize derivatives models for your exact needs.

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Asset Class Coverage

  • Equity Derivatives
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  • Convertible Bonds
  • Convertible Bonds: Ultimate CB Pricing Model
  • Primary and Secondary Bonds
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  • Cross Currency Structures
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  • Credit: STCDO Pricing Engine
  • Credit: CDS Pricer
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Videos

Watch this Webinar: Automatic GPU Computing for Derivative Pricing Models

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Downloads

Test drive the Ultimate Convertible Bond Pricing Model

Download the ICBI presentation: "Analytical Server: A Tool for Front Office by Quants."

Download the ICBI USA presentation: "Volatility Smiles in Commodity Futures."

Download the research paper: "Putting Smiles Back to the Futures."

 
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