Cutting-edge derivatives pricing and asset and risk management solutions.


For over 20 years SciComp’s team of numerical experts has worked closely with top tier practitioners around the globe implementing derivatives pricing models, providing parallel computing solutions for both derivatives pricing models and risk system components, and custom developing asset and risk management solutions.



SciFinance automatically generates efficient C/C++-family pricing model source code from high-level model specifications. With hundreds of customizable, composable, industry-proven examples to choose from and a robust, transparent modeling environment, users can easily and rapidly create bespoke models for all asset classes.

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