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SciComp

Profile

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.