SciComp's team of numerical experts have worked closely with top tier practitioners implementing derivatives pricing models, GPU-enabling and FPGA accelerating pricing analytics and custom developing scenario generation and risk simulation models.
Derivative Pricing Solutions
- Custom Developed Models built to exact customer specifications using industry standard or proprietary model dynamics.
- Ready-to-Use Models for standalone use or integrated with existing applications.
- SciFinance automatically generates C++ pricing model source code for any bespoke model and all asset classes.
GPU-Enabling and FPGA accelerating PDE or Monte Carlo based pricing models.
Asset and risk simulation model design and implementation.
Model validation; review of underlying model dynamics and stress testing.