Welcome to Stochastic Logic
Stochastic Logic is a software company in the financial computing sector. We support investment banks, financial software and financial consulting firms in developing financial software and perform quantitative statistical analysis of financial data.
We are a client focused organization and propose to offer high quality services with considerable cost savings. Our competitive advantage lies in the quality of our employees. The specialized team members focus on detailed knowledge on specific aspects of the quantitative finance.
Most of the specializations are based on current research papers which describe numerical and statistical algorithms alongside their theoretical developments such as Options & Futures, Stochastic Volatility, Interest Rate Modeling, Volatility Modeling, Risk Management etc.
Our mission is to provide high quality computing services and create innovative solutions for our clients. We intend to assimilate and integrate research into the realm of software application and to facilitate the utilization of scientific and quantitative technologies in financial markets.
Financial Modules
Projects
- Time dependent heston model
- Modeling and Pricing of Variance Swaps for Local Stochastic Volatilities with Delay and Jumps
- LIBOR Market Model with Stochastic Basis
- Series Expansion of the SABR Joint Density
- Optimal Hedging of Variance Derivatives
Pricing and Valuation
Simulation
- NIG Process Simulation
- Variance Gamma Process Simulation
- Compound Poisson Process Simulation
- Multivariate Brownian Motion Generation
- Heavytailed Process Simulation using (Mixed Normal)