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.org Reviews
https://scicomp.org
Derivatives pricing models: equity, FX, interest rate, convertible bonds, energy, credit, etc. Get C/C++/CUDA derivatives pricing source code. No hand coding.
scicomp.org
Derivatives pricing models - Others promise no programming, SciFinance delivers.
http://www.scicomp.org/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.scicomp.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 - Others promise no programming, SciFinance delivers.
http://www.scicomp.org/derivatives_modeling/derivatives_pricing
Derivatives pricing at the speed you need. SciFinance: The Advantage for Derivatives Pricing Model Development. Others promise no programming. SciFinance delivers. Developed by SciComp, a leading provider of derivatives pricing models and risk management consulting services for over 15 years, SciFinance reflects input from practitioners at top tier institutions worldwide. Infinitely customizable derivatives pricing models. Not a library or toolkit. Customers can create an unlimited number of pricing mode...
Derivatives pricing models - Others promise no programming, SciFinance delivers.
http://www.scicomp.org/2015/derivatives_modeling/derivatives_pricing_advantage
Deriviatives 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 li...Watch...
Derivatives pricing models at the speed you need - SciComp Inc.
http://www.scicomp.org/company/request
Derivatives pricing at the speed you need. Request for more information. Email me more info on:. SciFinance: Automatic source code generation for pricing derivatives. Parallel computing (GPU/CUDA/Open MP). State, Post Code. Analytic Space: Risk management framework. Where did you hear about us? Are you a robot? Not a Library or Toolkit. Automatic Parallel Code Generation. Typical SciFinance Development Projects. Universal Convertible Bond Pricing Model. Multi-Asset Equity and Variance Linked Notes.
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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 ».
scicomp.dk
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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Lehrstuhl für Angewandte Analysis mit Schwerpunkt Numerik
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.
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.
Department of Computer Science | University of Pittsburgh
Apply for a CS Account. Intelligent Systems Program (ISP). CS Events and Talks. Graduate Degrees in Computer Science:. CS Events and Talks. CRC - Peer Tutoring in CS. Request a Permission Number. Degree in Computer Science:. Minor and Related Areas. Department Events and Talks. CS Faculty and Student Awards. CS Faculty Educational Awards. The CS Department is ranked 25th. Out of 473 ranked programs ( 19th. Would you like to join us? Faculty and Post-Doctoral Openings. Declaring CS as your major. Nick rec...
CCoM Home
Randolph E. Bank. Philip E. Gill. CCoM Research Training Grant. Five CCoM scientists have been awarded a $1.8M NSF Research Training Grant. info. 160  posted: Sep 1, 2014. Southern California Optimization Day, May 23rd, 2014 info. 160  posted: May 7, 2014. 30th Pacific Coast Gravity Meeting, March 28-29, 2014 info. 160  posted: Feb 13, 2014. GPDE2013 Workshop, January 10-25, 2013 info. 160  posted: Feb 13, 2014. 160  posted: Mar 5, 2010. Tuesday, June 2, 2015.
SciC Overview
Graduate Program in Scientific Computation. U of MN Directory. 2003 University of Minnesota.
SCICOMP: General Information
Class of summer 2016. International Master Program Scientific Computing. The Faculty for Mathematics and Computer Science at Heidelberg University is offering an international master course Scientific Computing starting in the winter Term (October) and summer term (April). The program combines the development of methods and algorithms in Applied Mathematics, the implementation of these methods using modern Computer Science technology and the application to real-world problems in several areas such as.
NRS 592: Scientific Computing for Coastal Resource Management – NRS592 URISciComp
Scientific Computing and Programming For Coastal Resource Management: Fundamental Concepts and Open Access Tools. The purpose of this course is to provide students the opportunity to continue the learning began in the Software Carpentry bootcamp. Register for NRS592, section 2, 2 credits. Email Peter August. For a permission number. Monday 3:00-5:00 PM, Location CBLS 452 (Kingston campus). Will coordinate course activities.
