FINCAD offers the most transparent solutions in the industry, providing extensive documentation with every product. This is complemented by an extensive library of white papers, articles and case studies.

eBooks (Old)

Without accurate OIS curve construction, pricing, valuation and risk output is compromised. Because OIS is the standard funding rate in CSA agreements in both the OTC and cleared markets, implications of not adopting best practices are significant.

Hybrid modeling is hard. Hybrid models often require detailed analysis, careful implementation, and only apply to a particular problem.

In this eBook, we outline four challenges and pitfalls common to modeling hybrids and advanced structures and share techniques being used to overcome them.

Once thought to be impossible, negative interest rates are now common in many European currencies. This presents a challenge for pricing and risk. Download this eBook to learn more.

Algorithmic Differentiation is having a dramatic impact on the way firms hedge and manage exposure for their portfolios and funds, resulting in more robust market risk management, optimal deployment of capital, and, ultimately, greater profit. Download this eBook to learn more.



OIS Curve Building

Watch the on-demand webinar to learn more about advanced OIS Curve Building.