Scientific Computing For tomorrows market
We have compiled a collection of numerical and computational methodologies that are part of our offerings. Most of these specializations are based on current research papers which describe numerical and statistical algorithms alongside their theoretical developments.
We program in C#, MatLab2009, MFC6, C++, Java and S-Plus. Special emphasis is given to programs used in financial software, with extensive understanding of the theory.
- Monte Carlo Simulations
- Quasi-Monte Carlo Simulations
- Tree Simulations
- Historical Simulations
Numerical Methods in Partial Differential Equations
- Feed Forward Networks
- Recurrent Networks
- Self Organized Maps
- Stochastic Machines
- Neurodynamic Programming
Combination of these activities result in a client specified financial product. We provide a varied range of analytical activities that support the development and evaluation of tools in quantitative finance.