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SciComp provides superior derivatives pricing and risk management solutions - pricing and calibration models; leading edge, yet easy to use, in-house model development tools; GPU-enabled analytics; and risk simulation models.
SciFinance - derivatives pricing code generation technology eliminates programming, automatically translating model specifications for complex financial derivatives into performant, documented C++ source code. With no “black-box” canned solutions, users can easily and rapidly create bespoke models.
SciComp Consulting provides cost effective derivatives pricing and risk management services, including model implementations precisely tailored to customer specifications. Pricing solutions for alternative investments are provided by combining option pricing methodologies with fundamental analysis techniques.