Resources

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.

Calibration

Used for models to produce an accurate price or risk statistic of a financial derivative, calibration involves calculating values of the parameters such that the model is able to reproduce (as closely as possible) the prices of “calibration instruments" such as market-quoted Black volatilities of caps and European-style swaptions.

Video

F3 Video

The next generation of powerful valuation and risk solutions is here.

Brochure

F3 Brochure

Portfolio valuation and risk analytics for multi-asset derivatives and fixed income.