SciComp Inc.

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SciFinance: Automated derivatives pricing solution
The ultimate flexible coding solution, SciFinance is an automatic C/C++/CUDA source code generator for building cross asset PDE or Monte Carlo derivatives pricing models in-house. Providing full control over modeling decisions, SciFinance significantly reduces development time and costs.
SciComp Custom Derivatives Pricing Models
SciComp provides ready-to-use and custom enhanced derivatives pricing models for all asset classes. Our highly-skilled, professional quantitative development team can implement both standard and proprietary pricing approaches tailored to your particular needs and requirements.
SciComp Derivatives Calibration Tools
SciComp provides robust, standalone calibratiors that can be customized to meet a user's particular needs. Heston Stochastic Volatility Calibrator, Local Volatility Calibrator, 1- or 2-Factor Short Rate Calibrator, ATM Gabillion Calibrator, ATM Schwartz97 Calibrator, and Credit Calibrators.
SciComp Risk Management Consulting Services
SciComp's highly-skilled quantitative development team provides derivatives risk management consulting services for ready-to-use pricing models, proprietary derivatives pricing models, risk scenario and simulation enhancements, pricing model validation, GPU programming and porting, and more.
SciGPU: CUDA-enabled Derivatives Pricing and Risk Models
Designed to take hand coding out of derivatives model development, SciGPU automatically generates C/C++/CUDA source code for any Monte Carlo-based pricing model. No programming/knowledge of parallel coding is necessary, add one keyword to a model specification to automatically generate source code.