SciFinance

Cut costs with automated derivatives pricing model development. SciFinance is the ultimate flexible coding solution for in-house derivatives pricing and risk modeling. SciFinance automates coding and delivers full documented, standalone source code (C/C++) and Excel spreadsheets. Read more

SciCalibrator

Calibrate to market data, automatically. SciCalibrator delivers fast development of custom calibration models, generated as fully documented, standalone C/C++ source code or Excel spreadsheets and add-ins. Read more

SciSTCDO

Single tranche CDO pricer. SciSTCDO is a standalone credit derivatives pricing, risk, calibration and implied correlation engine for single-tranche collateralized debt obligations (STCDO), including standardized tranched indices. Read more

Parallel Computing

Automatically generate GPU-enabled or OpenMP compliant pricing model source code. By harnessing the power of NVIDIA GPUs, SciFinance CUDA-enabled pricing models achieve astounding acceleration -up to 30X-220X faster. SciFinance OpenMP-compliant codes yield near linear acceleration on multi-CPU workstations. Read more or Watch the SciFinance Parallel Computing movie.

SciCMD

Off-the-shelf and custom models. Frustrated by the "cookie cutter" solutions and limited analytics offered by other model providers? SciCMD offers both "off-the-shelf" as well as custom derivatives pricing and risk models that are tailored to your needs. Read more