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FINCAD Names Marcela Castro Garcia as Winner of 2022 Women in Finance Scholarship
I am excited to announce the recipient of the 2022 Women in Finance Scholarship! Our winner, Marcela Castro Garcia, will use the award money to pursue a MSc degree in Business Analytics, Operational Research and Risk Analysis at the University of Manchester. FINCAD, the Capital Markets Group of Zafin, is pleased to offer the Women in Finance Scholarship, a program that provides much needed
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Architecture Series, Part 3: Objects Need Names
In my previous post, I said that C++, as a language choice for the implementation of an analytics library, is effectively mandated by the industry's expectations of high performance. In reality, well-written C++ can be very efficient, but it has to be well-written. The object model of C++ lets us cope with the ever increasing complexity of the calculations required to solve modern quantitative
December 3, 2012
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Architecture Series, Part 2: Which Language?
This series addresses issues specific to domain of financial derivative valuation and risk measurement. However, before leaping into the domain itself, I'd like to cover some considerations of tools, process and architecture which are more general, applying to software systems in this and other domains. Programming Paradigm The overwhelming winner in this category is object-oriented programming
November 21, 2012
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Architecture Series, Part 1: Architecture Matters
Risk magazine recently ran an interesting article. To extract a few choice phrases: Before, analysts could be abstract, and mathematical ability was prized; now they have to be pragmatic, and computer programming is the essential attribute the marginal impact on the capital position of any proposed trade needs to be known in advance, which means a complete recalculation at portfolio level and a
November 7, 2012
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