Derivatives pricing models: equity, FX, interest rate, convertible bonds, energy, credit, etc. Get C/C++/CUDA derivatives pricing source code. No hand coding.
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Derivatives pricing models at the speed you need - SciComp Inc. | scicomp.com Reviews
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Derivatives pricing models: equity, FX, interest rate, convertible bonds, energy, credit, etc. Get C/C++/CUDA derivatives pricing source code. No hand coding.
scicomp.com
SciComp has extended the classical log-normal model calibrator to incorporate volatility smiles. This new approach improves the accuracy of derivatives valuations.
http://www.scicomp.com/derivatives_calibration_tools/Futures_Volatility_Surface_Calibrator/Webinar
Derivatives pricing at the speed you need. Construction of Volatility Surface for Commodity Futures. Multi-factor lognormal models such as Gabillon and Smith-Schwartz ignore the effects of volatility smiles commonly observed in the options markets. We present a practical, robust method for extending classical lognormal models to incorporate volatility smiles. Presenter: Dr. Qimou Su, Director, Quantitative and Risk Analytics. Host: Dean Tallam, SciComp Sales Representative. Who should watch this webinar?
Derivatives pricing models at the speed you need - SciComp Inc.
http://www.scicomp.com/autocallables
Derivatives pricing at the speed you need. Multi-Asset Equity and Variance Linked Notes. In response to the increased popularity of multi-asset equity and variance linked notes, e.g. auto-callables, reverse convertibles, basket variance structures and callable equity and/or interest rate range accruals, SciComp is pleased to announce support for these structures utilizing both PDE (partial differential equation) and Monte Carlo based pricing methodologies. Among features easily describable are simple or ...
Convertible Bond Pricing Model - Pricing Convertible Bonds
http://www.scicomp.com/derivative_pricing_models/convertible_bond_pricer/request
Derivatives pricing at the speed you need. Test Drive the Universal Convertible Bond Pricing Model. The Universal Convertible Bond Pricing Model. Is an off-the-shelf solution that employs a partial differential equation (PDE) methodology for valuing a broad range of convertible bonds. The flexible modeling framework enables the end user to specify the relevant convertible bond feature, and define and configure the feature's parameters, all without programming. GET YOUR TEST DRIVE ROLLING:. M of N soft ca...
Derivatives pricing models at the speed you need - SciComp Inc.
http://www.scicomp.com/company/ICBI_presentation
Derivatives pricing at the speed you need. Global Derivatives USA Presentation. 8220;Volatility Smiles in Commodity Futures”. Qimou Su, Director, Quantitative and Risk Analytics, gave a presentation at Global Derivatives USA in Chicago. The talk, titled Volatility Smiles in Commodity Futures featured:. Multi-factor commodity model with explicit modeling of volatility smiles. Volatility interpolation and calibration of implied marginal distributions. Global Derivatives Trading and Risk Management USA.
Derivative pricing models - Customized pricing derivative models - SciComp Inc.
http://www.scicomp.com/2015/derivative_pricing_models/pricing_models
Deriviatives pricing at the speed you need. Expert, Cost-Effective Derivatives Consulting. Industry standard or custom derivatives pricing models. All asset class support. SciComp Consulting develops derivatives pricing models across all asset classes, including but not limited to:. Ultimate CB Pricing Model. Primary and Secondary Bonds. Industry standard underlying dynamics include, but are not limited to:. Local volatility models (LV). Stochastic local volatility models (SLV). Copulae in Monte Carlo.
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Derivatives pricing models - Others promise no programming, SciFinance delivers.
http://www.scicomp.org/derivatives_modeling/derivatives_pricing_transparency
Derivatives pricing at the speed you need. SciFinance: The Advantage for Derivatives Pricing Model Development. SciFinance contains no black box components. All pricing model libraries included with SciFinance are provided as source code and are open to customer review and inspection. SciFinance-generated pricing model source code is effiicient, modular and features rich comments that tie the generated code to to the high-level model description. Not a Library or Toolkit. Watch the Analytic Space Webcast.
Derivatives pricing models - Others promise no programming, SciFinance delivers.
http://www.scicomp.org/derivatives_modeling/derivatives_pricing_flexibility
Derivatives pricing at the speed you need. SciFinance: The Advantage for Derivatives Pricing Model Development. No run-time licenses, models are yours in perpetuity. Typically, commercially available derivatives pricing model technologies rely on run-time licenses. Per seat or per user run-time license fees quickly add up to significant, long-term annual expenditures. The number of pricing models that customers can create with SciFinance is unlimited. Not a Library or Toolkit. Test Drives and Downloads.
Derivatives pricing models - Others promise no programming, SciFinance delivers.
http://www.scifinance.net/derivatives_modeling/derivatives_pricing_goals
Derivatives pricing at the speed you need. Typical SciFinance Pricing Model Development Projects. Implement proprietary trading and arbitrage strategies. Customers looking to implement market standard pricing models for use with their portfolio/risk management systems find that SciFinance provides a cost effective, easy to integrate, transparent and flexible modeling architecture. The SciIntegrator™ module automatically generates wrapper code and associated projects and test frameworks for any SciF...
Derivatives pricing models at the speed you need - SciComp Inc.
http://www.scifinance.net/company/demo/request
Derivatives pricing at the speed you need. Test Drive SciComp Products. Please let us know more about your derivatives pricing and risk management needs. We can customize a demonstration of our products based on your needs, and then start an evaluation. I am interested in modelling these asset classes:. Specific models or features needed:. I would like to evaluate:. SciFinance Automatic source code generation for pricing derivatives. Parallel computing (GPU/CUDA/Open MP). Large Pool Model Calibrator.
Derivatives pricing models - Others promise no programming, SciFinance delivers.
http://www.scifinance.org/derivatives_modeling/derivatives_pricing_advantage
Derivatives pricing at the speed you need. SciFinance: The Advantage for Developing Derivatives Pricing Models. Not a Library or Toolkit. Two common commercially available technologies for creating derivatives pricing models are pre-built, ready-to-use pricing models and toolkit solutions. SciFinance is neither. Another significant drawback is limited functionality. Toolkits come with vendor, pre-implemented, underlying pricing models (for example, a 1-factor Hull-White model). Often this may lim...Multi...
Derivatives pricing models at the speed you need - SciComp Inc.
http://www.scifinance.org/company/demo/request
Derivatives pricing at the speed you need. Test Drive SciComp Products. Please let us know more about your derivatives pricing and risk management needs. We can customize a demonstration of our products based on your needs, and then start an evaluation. I am interested in modelling these asset classes:. Specific models or features needed:. I would like to evaluate:. SciFinance Automatic source code generation for pricing derivatives. Parallel computing (GPU/CUDA/Open MP). Large Pool Model Calibrator.
Derivatives pricing models - Others promise no programming, SciFinance delivers.
http://www.scifinance.org/derivatives_modeling/derivatives_pricing_flexibility
Derivatives pricing at the speed you need. SciFinance: The Advantage for Derivatives Pricing Model Development. No run-time licenses, models are yours in perpetuity. Typically, commercially available derivatives pricing model technologies rely on run-time licenses. Per seat or per user run-time license fees quickly add up to significant, long-term annual expenditures. The number of pricing models that customers can create with SciFinance is unlimited. Not a Library or Toolkit. Test Drives and Downloads.
Derivatives pricing models - Others promise no programming, SciFinance delivers.
http://www.scifinance.com/derivatives_modeling/derivatives_pricing_flexibility
Derivatives pricing at the speed you need. SciFinance: The Advantage for Derivatives Pricing Model Development. No run-time licenses, models are yours in perpetuity. Typically, commercially available derivatives pricing model technologies rely on run-time licenses. Per seat or per user run-time license fees quickly add up to significant, long-term annual expenditures. The number of pricing models that customers can create with SciFinance is unlimited. Not a Library or Toolkit. Test Drives and Downloads.
Derivatives pricing models - Others promise no programming, SciFinance delivers.
http://www.scifinance.com/derivatives_modeling/derivatives_pricing_goals
Derivatives pricing at the speed you need. Typical SciFinance Pricing Model Development Projects. Implement proprietary trading and arbitrage strategies. Customers looking to implement market standard pricing models for use with their portfolio/risk management systems find that SciFinance provides a cost effective, easy to integrate, transparent and flexible modeling architecture. The SciIntegrator™ module automatically generates wrapper code and associated projects and test frameworks for any SciF...
Derivatives pricing models - Others promise no programming, SciFinance delivers.
http://www.pricingtechnology.com/derivatives_modeling/derivatives_pricing_flexibility
Derivatives pricing at the speed you need. SciFinance: The Advantage for Derivatives Pricing Model Development. No run-time licenses, models are yours in perpetuity. Typically, commercially available derivatives pricing model technologies rely on run-time licenses. Per seat or per user run-time license fees quickly add up to significant, long-term annual expenditures. The number of pricing models that customers can create with SciFinance is unlimited. Not a Library or Toolkit. Test Drives and Downloads.
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Voor iedereen met een verhaal over wetenschap. Vrijdag 18/09: SciComNL bij The Holland Webweek Groningen. Tijdens The Holland Web Week Groningen (THWWG), een ICT-festival van 16-19 september, staat Groningen in het teken van alles wat met ICT te maken heeft. Met 8 thema’s, van Health tot Education en van Energy tot Research, en aansprekende keynotes zoals Daan Roosegaarde, belooft het een interessante week te worden. Het thema Research wordt geprogrammeerd door…. Lees verder →. 9 uren ago 17 augustus 2015.
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Facoltà Scienze Insubria
Il blog degli studenti della Facoltà di Scienze di Como. Puoi scaricare la presentazione dell'organizzazione universitaria agli studenti della Facoltà di Scienze MM.FF.NN. di Como qui. CCS 12 Novembre 2014. Analisi statistica sulla campagna di misure alimentari in Giappone 2012-2014. Università degli studi dell'Insubria. Facoltà di Scienze di Como. Bando fondi per attività culturali e ricreative. Giovedì 6 febbraio 2014 By Michele. Le scadenze previste dal Bando sono:. 24 febbraio 2014 ore 12:00. Nel con...
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Derivatives pricing models at the speed you need - SciComp Inc.
Derivatives pricing at the speed you need. Others promise no programming. SciFinance delivers. 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. Infinitely customizable derivatives pricing models. Not a library or toolkit.
Scientific Computing at UIUC
Scientific Computing at Illinois. We are the Scientific Computing and Numerical Analysis group in the Department of Computer Science. At the University of Illinois at Urbana-Champaign. Get to know us. Our students and faculty work on a range of problems from integral equation and finite element methods to sparse matrix computatons and high performance numerical algorithms. Learn more ». Interested in a PhD? Learn more about the process and the opportunities. Learn more ». Learn more ».
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Interactive Main and Variance. Created 2012-04-09 - last update 2012-10-14 by Michael Jacobsen. This article tries to explain multiple concepts from statistics using a small Javascript illustration of the correlation of two variables. Created 2012-04-09 - last update 2013-01-08 by Michael Jacobsen. Creating Fractals with Web Workers. Created 2012-02-26 by Michael Jacobsen. Created 2012-01-30 by Michael Jacobsen. All the scenes are version controlled on my GitHub page. Subversion holds various information...
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Prof Dr. Hoppe. Prof Dr. Stykel. Joint Analysis Seminar Augsburg-München. Lehrstuhl für Angewandte Analysis mit Schwerpunkt Numerik. Joint Analysis Seminar Augsburg-München.
Derivatives pricing models at the speed you need - SciComp Inc.
Derivatives pricing at the speed you need. Others promise no programming. SciFinance delivers. 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. Infinitely customizable derivatives pricing models. Not a library or toolkit.
