QuantMinds International is part of the Informa Connect Division of Informa PLC

This site is operated by a business or businesses owned by Informa PLC and all copyright resides with them. Informa PLC's registered office is 5 Howick Place, London SW1P 1WG. Registered in England and Wales. Number 3099067.

Informa

SciComp

Profile

SciComp's team of numerical experts have worked closely with top tier practitioners around the globe implementing derivatives pricing models, GPU-enabling pricing analytics and custom developing asset and risk management solutions. 

Derivative Pricing Solutions

  • Custom Developed Models built to exact customer specifications using industry standard or proprietary model dynamics.
  • Ready-to-Use Models for standalone use or integrated with existing applications.
  • SciFinance automatically generates C++ pricing model source code for any bespoke model and all asset classes.

GPU-Enabling of PDE or Monte Carlo based pricing models.

Asset and risk simulation model design and implementation.

Model validation; review of underlying model dynamics and stress testing.