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.

Genetic Algorithms


- Monte Carlo Simulations

- Quasi-Monte Carlo Simulations

- Tree Simulations

- Historical Simulations

Numerical Methods in Partial Differential Equations

Neural Networks

- Feed Forward Networks

- Recurrent Networks

- Self Organized Maps

- Stochastic Machines

- Classification

- 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.