Scientific Computing For Tomorrow's Market

Computational Finance

Computational finance emphasizes practical numerical methods rather than mathematical proofs and focuses on techniques that apply directly to economic analyses. Applications of Computational Finance are Algorithmic Trading, Quant Trading, and High Performance Trading.

NIG Process Simulation

Variance Gamma Process Simulation

Compound Poisson Process Simulation

Multivariate Brownian Motion Generation

Heavytailed Process Simulation using (Mixed Normal)