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.

Chooser Option

An option where the investor has the opportunity to choose whether the option is a put or call at a certain point in time during the life of the option. The underlying options are assumed to be European options on the same asset. At the expiry date of the chooser option, it is assumed that a rational holder of the chooser option will choose the more valuable of the put or call option. In doing so, the less valuable option, not chosen, will die.

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.