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.

Universal Algorithmic Differentiation™ Revolutionizes Hedging Analytics

This paper focuses on FINCAD's patented approach to analytic first-order risk. The approach exhibits a number of order-of-magnitude advantages over bumping. In addition it demonstrates a complete implementation of Exposure Projection called Universal Algorithmic Differentiation™, within FINCAD's F3 Platform - a modern analytics platform whose architecture represents a distillation of the accumulated wisdom of over two decades of analytics platform development.

Universal Algorithmic Differentiation™ in the F3 Platform