Ready-to-Use Derivatives Pricing & Calibration Models

SciComp provides a suite of robust, ready-to-use pricing and calibration solutions. Based upon industry standard model dynamics, our ready-to-use solutions can be integrated with existing trading and risk systems or used as standalone products.

All pricing and calibration models can easily be enhanced to meet a customer’s particular requirements. Our ready-to-use solutions are available as Excel spreadsheet and add-ins, Windows/Unix executables, embedded in Java, Python, COM, or .NET wrappers or as C/C++ source code.

Derivatives Calibration Models