Blog

In honor of International Women’s Day, I would like to share a little bit about my story. I am Diana Tang, a professional woman who has chosen to pursue a career in the perhaps ‘untraditional’ path of Finance. I say untraditional because Finance is one of those industries with a workforce comprised predominantly of men. While it’s true that women continue to make gains each year in entering

Python is quickly becoming the programming language of choice throughout the financial industry—and there are many reasons why. Firstly, Python’s syntax is so easy to learn that even those who aren’t developers can follow the logic. Secondly, Python’s ease of use enables individuals to write code faster and with fewer errors. What’s more, the simplicity of Python helps to improve collaboration

As Libor’s time dwindles, many are growing concerned about the potential business impact its demise could create. In approximately three years’ time, Libor, the interest rate that underpins $350 trillion of financial contracts will meet its end. The coexisting challenges such as lack of alternative benchmark liquidity, contract novation for fallback terms, and related issues in overhauling

For today’s traders, quants, and risk managers, there is a perplexing future looming on the horizon. In 2021, Libor is slated for retirement. Despite the buzz in the news and talk amongst industry participants, it remains difficult to understand the true impact of Libor’s end. For this reason, I’ve written a technical paper on the topic, “ How the End of Libor will Impact Delta-1 Rates.” You can

With 2018 winding down, I wanted to take the opportunity to look back on the FINCAD blogs that were the most popular over the past year. During 2018, we covered a multitude of important issues in the derivatives risk management space. From topics around best practices in curve-building to programming with Python and preparing for the fast-approaching Libor benchmark phase out –we try to keep our