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.

Delta of Correlation

The rate of change in the fair value of the option per 1% change in the instant correlation between two assets. This is the derivative of the option price with respect to the correlation value, divided by 100

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.