Recent Works..
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 which are stated in our services
We offer quantitative, statistical, programming and analytic support
to financial institutions, software developers and financial consultants who seek
to reduce their overhead and outsource some of their analytical and software development
workload to us. We provide considerable cost savings, but more importantly, we provide
scientific programming and analytical assistance to clients in the financial industry.
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
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)