DVASA Technologies specialize in:

- Financial software designing and developing
- Mathematical software designing and developing
- Physical  processes simulation

We provide:

- Extensive C++ library of mathematical routines including:

     - PDE solvers (we use different types of algorithms such as
        finite differences method  with splitting scheme for spatial  
        variables and triple layer scheme for time derivative,
        compact differences method, finite volume method),
     - Minimization routines,
     - Linear system solvers,
     - Integrators,
     - Matrix decompositions.

- Solution for different economic problems under different
  mathematical models such as:
    
     - Lognormal model with deterministic volatility process,
     - Lognormal model with stochastic volatility process,

     - Black model,
     - Hull-White model,
     - CIR model,
     - LGM (Linear Gaussian model),
     - MGARCH (multivariate GARCH model),
     - G2++ (Shifted  two-factor Gaussian model),
     - SABR (stochastic alpha-beta-rho model),
     - BGM model (Brace Gatarek Musiela model).    

Please contact us for more details and demo versions.
dvasa@sibmail.com