This site is part of the Informa Connect Division of Informa PLC

This site is operated by a business or businesses owned by Informa PLC and all copyright resides with them. Informa PLC's registered office is 5 Howick Place, London SW1P 1WG. Registered in England and Wales. Number 3099067.




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.