We, members of Cayuga Research Associates, have many years of developing efficient computational solutions for problems in quantitative finance and insurance, scientific computing, and engineering. Our clients have included major global financial firms, government and industry research labs, and engineering software companies.

Specific areas of experience and expertise include:

• Automatic differentiation for engineering, finance, and scientific applications (in MATLAB)
• Practical optimization and regression techniques across a wide spectrum of applications
• Volatility surface computations for use in pricing and hedging of financial instruments
• Computational techniques for portfolio management. Risk computations.
• Efficient cluster computing techniques for large-scale problems
• Integration of compuational solutions in Windows/Excel, and MATLAB environments