Fincad News
Structured Products Desks Join the AAD Revolution
By Scott MacGregor | July 24, 2015
Structured Products Desks Join the AAD Revolution

FINCAD was featured in a recent Risk.net article, “Structured Products Desks Join the AAD Revolution”. The article discusses how derivatives dealers are solving complex pricing and analytics problems using adjoint algorithmic differentiation (AAD), a mathematical technique that allows firms to speed up risk-sensitivity calculations by orders of magnitude.