News from SciComp Inc. - Derivatives pricing without programming

Derivatives Pricing News from SciComp Inc.

sformby@scicomp.com — Thu, 11 Oct 2007 15:11:43 PDT

--New Products, Updates Updates to SciSTCDO - Single-tranche CDO pricing & risk engine SciFinance Mathematica 6 compatibility --Publications & Website Expanded SciFinance Examples Catalogs Get a password to the SciComp Resource Center --SciFinance How-To Example How to define a custom discretization --New ASPEN Language/ Numerical Method Features New QuadraticExponential discretization keyword New MergeArrays, UnionArrays, and NoOpDateArray specification statements New AddToIncludes, RemoveFromIncludes, and SeparateTestHarness specification statements

Upcoming Events for SciComp Inc.

sformby@scicomp.com — Tue, 15 May 2007 14:13:10 PDT

SciComp will demonstrate its products at the ICBI Global Derivatives 2007 meeting in Paris on May 22nd and 23rd. Attended by leading industry players, Global Derivatives 2007 is Europe's largest, longest running, and most internationally recognized derivatives and risk management event. Visit us at our booth, we would like to discuss with you how we can help to take your derivatives pricing to the next level. For more information, email SciComp sales.

New SciComp Yield Curve Builder

sformby@scicomp.com — Tue, 15 May 2007 14:07:11 PDT

The new SciComp Yield Curve Builder is an Excel add-in and spreadsheet that builds yield curves based on the given financial data (BBA LIBOR rates and swap rates). The market standard bootstrapping method is used which is based on the exponential interpolation and linear forward rate approximation. Email SciComp sales for more information on the Yield Curve Builder.

Derivatives pricing/calibration news from SciComp Inc. 05/07

sformby@scicomp.com — Tue, 15 May 2007 13:48:02 PDT

--New Products, Version: SciComp Yield Curve Builder --Events: ICBI Global Derivatives 2007 - Paris --Publications and Website: New SciFinance overview movie Expanded SciFinance Examples Catalogs SciFinance Editor Getting Started Guide Get a password to the SciComp Resource Center --New ASPEN Language / Numerical Method Features: New C++ cppStyle3 uses C++ library routines New ExternalClass specification statement Statements for date arrays SciPDE specific: New Rannacher specification statement Enhanced PersistentGrid specification statement SciMC specific: New SoftFloor specification statement

Hedge Fund Center features SciFinance� automated derivatives pricing software

sformby@scicomp.com — Thu, 28 Sep 2006 14:15:54 PDT

Hedge Fund Center writes up the latest release (4.0) of SciFinance automated derivatives pricing software.

SciComp Inc. releases version 4.0 of SciFinance� automated derivatives pricing software

Stacy Formby — Tue, 05 Sep 2006 13:24:12 PDT

Derivatives calibration, expanded coverage of credit derivatives and FX derivatives, and automatic C++ source code generation highlight new SciFinance� suite.

SciComp Inc. featured in Newsweek article

sformby@scicomp.com — Fri, 25 Aug 2006 14:36:24 PDT

"...SciComp has developed a product that...takes complex mathematical models and translates them into something a computer can solve, allowing banks to flexibly change pricing models as they introduce new products."

Derivatives pricing/calibration news from SciComp Inc.

sformby@scicomp.com — Tue, 08 Aug 2006 14:11:14 PDT

SciComp Inc. Newsletter Summer 2006 --New Products, Versions SciFinance 4.0 released - Comprehensive custom derivatives pricing and risk model development solution SciCalibrator - Custom calibration models SciFinance for Credit module expansion SciSTCDO - Single tranche pricer version 2.0 SciFinance Editor - SciFinance modeling interface --Events WBS 3rd Fixed Income Conference - Amsterdam Risk Magazine's Quant Congress Europe - London --Publications and Website Expanded SciFinance Examples catalogs Get a password to the SciComp Resource Center --New SciFinance Features C++ code generation functionality SciDateLib source code library for date functionality --New ASPEN Language/ Numerical Method Features -- SciPDE -- New PDE code structure for accelerated pricing and risk sensitivity Improved algorithms for American exercise New UpwindDifference and VanLeer discretization methods -- SciMC-- Computing a full Gamma with FullGammaMatrix Extending Sobol beyond 360 dimensions RegularizeCorrelationMatrix repairs unphysical correlation matrices GreeksNoCache allows more complex sensitivity computations Added flexibility for MCMultiPass code structures New TerminalDistribution statement

SciComp Inc. Releases New Version of Single-tranche CDO Credit Derivatives Pricing Engine

sformby@scicomp.com — Mon, 19 Jun 2006 14:20:05 PDT

SciComp Inc. announces the release of SciSTCDO version 2.0, a pricing and risk engine for single-tranche collateralized debt obligations.

Upcoming Events for SciComp Inc.

sformby@scicomp.com — Fri, 25 Aug 2006 14:33:13 PDT

Join us as we sponsor: WBS 3rd Fixed Income Conference Amsterdam, 20-22 September 2006 The conference offers a three streamed format with Credit Derivatives, Interest Rate Modelling and Hybrid Products streams. Four workshops on Wednesday 20th September include Credit Derivatives Modelling, Credit Hybrids, Interest Rate Modelling & Interest Rate Hybrids. Join us as we sponsor: Risk Magazine's Quant Congress Europe London, 11-12 October 2006 Quant Congress EUROPE 2006, an exciting forum where senior executives and high level academics examine the latest cutting-edge issues across the quantitative analysis, trading, risk management and investment markets.