
SciFinance now automatically generates GPU-enabled pricing & risk model source code that runs up to 50-300x faster than serial code using a new NVIDIA Fermi-class Tesla 20-Series GPU.

SciFinance is a derivatives pricing and risk model development tool that automatically generates C/C++ and GPU-enabled source code from concise, high-level model specifications. No parallel computing or CUDA programming expertise is required.

SciFinance's automatic, GPU-enabled Monte Carlo pricing model source code generation capabilities have been significantly extended in the latest release. This includes:

