Wild Systems "application in the box" solutions for Finance deliver an intensive, scalable and ready to use capacity, enabling to process applications faster, run formerly infeasible computation, with a high availability and reliability level, and the best possible TCO.
The Wild node is always available and ready to deliver the required computing power needed by the increasing usage of more complex simulation applications or processes. Even if the application is complex the installation, administration and usage of the Wild Node is “plug and play”.
Wild Systems delivers solutions to improve the efficiency of instruments analysis:
speedup of black Scholes option pricing
portfolio management optimization,
real time processing of complex valuation methodologies
Wild Systems allow quantitative analysts to use their usual simulation tools with unmatched performances to allow more accurate forecasting, improve risk analysis, or build more effective trading strategies involving complex algorithms. Computing on the Wild Node eliminates the need for reprogramming, and accelerates time-to-solution.