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Top Takeaways from the World’s Largest Structured Finance Event
Numerix and PolyPaths recently attended SFVegas 2024, the premier global capital markets conference hosted by the Structured Finance Association (SFA). Today, we’d like to share a few takeaways we gleaned from this educational event.
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Picking the Right Valuation and Risk Solution for TARFs
On July 7, FINCAD, Ascent and PRMIA held a workshop in Hong Kong at the Central Plaza that explored key considerations for trading, pricing, and risk managing target accrual redemption forwards (TARFs). TARFs are becoming an increasingly popular structured product because they allow investors to hedge their currency exposure at a relatively low cost. As part of the Hong Kong-based event, Tony Webb
July 30, 2015
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Top Considerations for Risk Managing Hedge Funds
On July 8, FINCAD attended the Hedge Fund Startup Forum in Hong Kong at the Excelsior. The purpose of the event was to provide individuals looking to start a hedge fund with an in-depth guide for setting up a fund and gaining investment. Tony Webb, PhD, Director of Analytics at FINCAD gave a presentation geared to helping hedge funds understand how to select the right portfolio and risk management
July 29, 2015
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Driving Better Trading Decisions with UAD
FINCAD’s on-demand webinar, Improve Trading Performance with Faster Risk Analytics, explores the importance of calculation speed, accuracy and coverage in driving improved trading decisions. Guest speakers include Jeffrey Kutler, Editor-in-Chief of Risk Professional at GARP and Russell Goyder, Director of Quantitative Research and Development at FINCAD. During the presentation, Kutler remarks that
July 22, 2015
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Mastering Negative Rates
FINCAD recently held a webinar, Mastering Negative Rates, to discuss how negative rates came into existence, and offer best practices for modeling them. Guest speakers included Hugh Stewart, Research Director at Chartis Research and Russell Goyder, PhD, Director of Quantitative Research and Development at FINCAD. Once thought to be impossible, negative rates are now common in many European
July 21, 2015
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Join the Algorithmic Differentiation Revolution
FINCAD was featured in a recent Risk.net article, Structured Products Desks Join the AAD revolution. The article discusses how derivatives dealers are now electing to apply adjoint algorithmic differentiation (AAD) to complex pricing and analytics problems. FINCAD has been a pioneer in this area, having incorporated its own implementation of AAD into its F3 Platform, which it launched in 2010
July 13, 2015
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