SciComp provides unique software solutions, products, expertise, and support services for the pricing and risk management of financial derivatives. SciComp's flagship product SciFinance® is a modeling system/language translation tool that automatically generates C, C++ or CUDA (GPU-enabled) pricing model source code from concise, high-level model specifications.
SciComp's worldwide customer base includes investment banks, global banks, asset managers, insurance companies, hedge funds and other financial service providers.
SciComp supports any pricing model that can be expressed as a partial differential equation (PDE) or stochastic differential equation (SDE) including equity derivatives, convertible bonds, FX derivatives, interest rate/cross currency structures, commodity derivatives, energy derivatives, credit products, and hybrid instruments.
Specialties
derivatives software, derivatives pricing, GPU computing
