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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

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.

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.

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