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FINCAD Names Nora Irene Ghartey as Winner of its 2020 Women in Finance Scholarship
Drumroll please… It is my greatest pleasure to announce that we have selected a winner for this year’s Women in Finance Scholarship! Nora Irene Ghartey, a native of Ghana and exceptionally talented young woman, will use the award money to pursue a MSc degree in Financial Mathematics at the London School of Economics and Political Sciences (LSE). At FINCAD, we are committed to helping talented
Connecting the SOFR Curve to SOFR Swaps
In my last blog, I wrote about my experience with building the SOFR curve. Now FINCAD F3 can handle any instrument market data for curve building. But at the moment an important question is, “Which instruments are the right ones to use to build the SOFR curve?” Right now, the market for SOFR-linked derivatives is just starting to take shape, and market quotes are becoming available for CME SOFR
April 9, 2019
FINCAD Travels to Amsterdam for a Python Breakfast Briefing
Last week FINCAD held a knowledge-sharing breakfast briefing in Amsterdam, “Using Python to Solve Complex Modelling, Valuation and Risk Challenges.” David Fletcher, Managing Director for FINCAD in EMEA reported, “I am pleased to say we had a great turnout with more than 50 individuals in attendance from the Netherlands, representing over 20 different financial institutions. It was a pleasure to
March 27, 2019
Building a SOFR curve was easy!
I have been a financial engineer at FINCAD since 2013. But only recently have I begun hearing a lot of talk in the industry about the end of the Libor interest rate. My fellow coworkers at FINCAD have been following this story for some time now and recently published a technical paper on the topic. Last month I got involved, working with some of my colleagues on building the new benchmark curves
March 12, 2019
What it’s like being a Woman Working in Finance
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
March 8, 2019
Upcoming Event: Using Python to Solve Complex Modelling, Valuation and Risk Challenges
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
February 28, 2019