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Article: Revising Best Estimates for Libor Benchmark Reform
The impending phaseout of interest rates, Libor and Euribor, is creating major challenges for insurers. FINCAD's Jonathan Rosen, PhD, explains why many firms are turning to modern analytics technology to help them cope with the change. Download the PDF Article:
Article: Revising Best Estimates for Libor Benchmark Reform
Speed or Accuracy? Choose Both.
Speed or Accuracy? Choose Both.
How Universal Algorithmic Differentiation™ results in more robust market risk management, optimal deployment of capital and, ultimately, greater profit.by Russell Goyder, PhD, Director of Quantitative R&D, FINCADIn the past several years, leading quant teams have been utilizing Algorithmic Differentiation (AD) to accelerate the risk management process. The technique has been popularized in the
July 28, 2015
Fincad News
Structured Products Desks Join the AAD Revolution
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.
July 24, 2015
Fincad News
FINCAD Brings Patented Universal Algorithmic Differentiation™ to Japan
FINCAD Brings Patented Universal Algorithmic Differentiation™ to Japan
In this Japanese article, Amar Budhiraja, Director of Strategic Business Development, discusses how FINCAD, working with Techmatrix (FINCAD’s channel partner in Japan) is helping clients benefit from FINCAD’s patented Universal Algorithmic Differentiation™ technology to dramatically accelerate calculation of greeks, sensitivities, and other first-order risk.
June 25, 2015
Fincad News
Negative rates, spreadsheet error solved by FINCAD platform update
Negative rates, spreadsheet error solved by FINCAD platform update
June 9, 2015
Fincad News
FINCAD Delivers New Negative Interest Rate Functionality for Asset Managers
FINCAD Delivers New Negative Interest Rate Functionality for Asset Managers
Vancouver, BC, June 9, 2015 – FINCAD, the leading provider of enterprise valuation and risk analytics for multi-asset, multi-currency portfolios, today announced that it has added several enhancements to its innovative enterprise valuation and risk platform. The firm’s updated F3 Analytics now allow users to trade European Swaptions despite low and negative interest rates in the Eurozone. In
June 9, 2015
Press Releases