Derivatives pricing models: equity, FX, interest rate, convertible bonds, energy, credit, etc. Get C/C++/CUDA derivatives pricing source code. No hand coding.
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Derivatives pricing models at the speed you need - SciComp Inc. | scifinance.org Reviews
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Derivatives pricing models: equity, FX, interest rate, convertible bonds, energy, credit, etc. Get C/C++/CUDA derivatives pricing source code. No hand coding.
scifinance.org
Run derivatives pricing models up to 50x faster - Automated CUDA source code generation
http://www.scifinance.org/parallel_computing/GPU_OpenMP
Derivatives pricing at the speed you need. SciFinance: the Advantage for Derivatives Pricing Model Development. Automatic Parallel Code Generation. Other parallel computing approaches. Enabling select pricing model libraries for parallel computing. Organizations with existing pricing model libraries may consider reprogramming select pricing model library components, for example, a Monte Carlo simulation engine. Part of the appeal of such a solution is that it appears to be purely an IT department und...
Derivatives pricing models - Others promise no programming, SciFinance delivers.
http://www.scifinance.org/2015/derivatives_modeling/derivatives_pricing_flexibility
Deriviatives pricing at the speed you need. SciFinance: The Advantage for Derivatives Pricing Model Development. No run-time licenses, models are yours in perpetuity. Typically, commercially available derivatives pricing model technologies rely on run-time licenses. Per seat or per user run-time license fees quickly add up to significant, long-term annual expenditures. The number of pricing models that customers can create with SciFinance is unlimited. Not a Library or Toolkit. Test Drives and Downloads.
Derivatives pricing models at the speed you need - SciComp Inc.
http://www.scifinance.org/company/demo/request
Derivatives pricing at the speed you need. Test Drive SciComp Products. Please let us know more about your derivatives pricing and risk management needs. We can customize a demonstration of our products based on your needs, and then start an evaluation. I am interested in modelling these asset classes:. Specific models or features needed:. I would like to evaluate:. SciFinance Automatic source code generation for pricing derivatives. Parallel computing (GPU/CUDA/Open MP). Large Pool Model Calibrator.
Derivative pricing models - Customized pricing derivative models - SciComp Inc.
http://www.scifinance.org/derivative_pricing_models/pricing_models
Derivatives pricing at the speed you need. Expert, Cost-Effective Derivatives Consulting. Industry standard or custom derivatives pricing models. All asset class support. SciComp Consulting develops derivatives pricing models across all asset classes, including but not limited to:. Ultimate CB Pricing Model. Primary and Secondary Bonds. Industry standard underlying dynamics include, but are not limited to:. Local volatility models (LV). Stochastic local volatility models (SLV). Copulae in Monte Carlo.
Derivatives pricing models - Others promise no programming, SciFinance delivers.
http://www.scifinance.org/derivatives_modeling/derivatives_pricing_flexibility
Derivatives pricing at the speed you need. SciFinance: The Advantage for Derivatives Pricing Model Development. No run-time licenses, models are yours in perpetuity. Typically, commercially available derivatives pricing model technologies rely on run-time licenses. Per seat or per user run-time license fees quickly add up to significant, long-term annual expenditures. The number of pricing models that customers can create with SciFinance is unlimited. Not a Library or Toolkit. Test Drives and Downloads.
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Derivatives pricing models at the speed you need - SciComp Inc.
Derivatives pricing at the speed you need. Others promise no programming. SciFinance delivers. Eliminates programming by automatically translating model specifications for any financial derivative into fully documented C-family source code. Using an intuitive VHLL for describing financial contracts and numerical methods, SciFinance provides a friendly, versatile environment in which to make and implement modeling decisions. Infinitely customizable derivatives pricing models. Not a library or toolkit.
Derivatives pricing models at the speed you need - SciComp Inc.
Derivatives pricing at the speed you need. Others promise no programming. SciFinance delivers. Eliminates programming by automatically translating model specifications for any financial derivative into fully documented C-family source code. Using an intuitive VHLL for describing financial contracts and numerical methods, SciFinance provides a friendly, versatile environment in which to make and implement modeling decisions. Infinitely customizable derivatives pricing models. Not a library or toolkit.
Derivatives pricing models at the speed you need - SciComp Inc.
Derivatives pricing at the speed you need. Others promise no programming. SciFinance delivers. Eliminates programming by automatically translating model specifications for any financial derivative into fully documented C-family source code. Using an intuitive VHLL for describing financial contracts and numerical methods, SciFinance provides a friendly, versatile environment in which to make and implement modeling decisions. Infinitely customizable derivatives pricing models. Not a library or toolkit.
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