SciComp Inc.

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5806 Mesa, Suite 250
Austin, TX 78731
About SciComp Inc.
  • SciFinance® from SciComp Inc. automatically generates custom derivatives pricing source code from concise high-level mathematical and financial specifications, eliminating manual programming. It is not a fixed library, but a program synthesis engine that uses best-practice Monte Carlo and PDE techniques. SciFinance prices exotic derivatives structures quickly, automatically validates and documents codes, is extensible to handle proprietary algorithms and provides custom interfaces to spreadsheets and trading systems. Coverage includes credit, equities, interest rate, convertible bonds, foreign exchange and other asset classes. SciComp's products are used by some of the world's largest investment banks to decrease the turnaround time for derivative model development. Visit our website at http://www.scicomp.com.
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