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.