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SciComp's team of numerical experts has worked closely with top tier practitioners around the globe implementing derivatives pricing models, developing neural networks, GPU & FPGA enabling pricing models and implementing simulation models.  

Derivatives Pricing Models

  • Custom Developed Models 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.

Derivatives Risk Management

  • Neural Networks reduce computation times while preserving model fidelity.
  • GPU and FPGA accelerated pricing models.
  • Simulation Model design and implementation.
  • Model Validation review of underlying model dynamics and stress testing.