SciComp Inc.

Derivatives pricing at the speed you need.

derivatives pricing models

Others promise no programming. SciFinance delivers.

SciFinance® 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.

pricing derivatives

Computational Finance Consulting

Our skilled, professional quantitative development team provides expert, cost-effective derivatives consulting services.

From implementing industry standard pricing models for any asset class to enhancing risk simulation models, we offer comprehensive derivatives support. Unlike vendors who rely on pre-built libraries or toolkits, SciComp Consulting custom designs each model specification in accordance with customer requirements using state-of-the-art numerical methods.

SciComp Consulting Delivers:

Risk Management Consulting

  • Risk simulation models
  • Derivatives model validation
  • Parallel computing of derivatives pricing models and risk system components

 

derivatives risk management

 

Comprehensive Pricing Model Validation

Models are crucial for the functioning of financial institutions. SciFinance and Analytic Space both feature cutting edge derivatives pricing model validation functionality.



Analytic Space: Where Algorithms Meet Data

Analytic Space is a customizable portfolio risk management framework for exchange traded and OTC cash and derivative instruments.

  • Model Risk Analysis
  • In-Depth P&L Attribution
  • Enhanced Risk Management
  • Optimal Capital Allocation



Risk Mangement Consulting

SciComp Consulting is a leading provider of pricing analytics and risk management consulting services to top tier institutions worldwide for over 17 years.