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MATLAB Computational Finance Conference 2013: RECAP

- Matthew Streeter
derivatives valuation platform Financial Modeling financial software design
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Financial Architecture Series, Part 4: Complex payoffs

- Russell Goyder
derivatives valuation platform financial architecture
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Financial Architecture Series, Part 3: Payment amounts - the Index concept

- Russell Goyder
derivatives financial architecture
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Financial Architecture Series, Part 2: Anatomy of a cash flow

- Russell Goyder
accrual fraction cash flows collateral currency derivatives
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Financial Architecture Series, Part 1: The Product Concept

- Russell Goyder
derivatives valuation platform financial derivatives
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The Futurization of Swaps: Are the benefits of using futures greater than OTC derivatives?

- Gurpreet Banwait
dodd frank futurization swap futures
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Error: negative rate whilst building model

- Mark Gibbs
Financial Modeling Interest Rates LIBOR Rates
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Categories

  • Quantitative Finance
  • Real world modelling
  • Regulations
  • Risk Management

Contributors

  • Gurpreet Banwait
  • James Church
  • Marc Vlitos
  • Mark Gibbs
  • Matthew Streeter
  • Russell Goyder

About FINCAD Blog

This blog will discuss a variety of topics relevant to the derivatives market and the finance industry in general. We'll be exploring some of the more complex financial engineering concepts, key business issues facing finance professionals as well as reviewing various aspects of systems integration and performance.

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FINCAD provides software and services supporting the risk management and valuation of cross-asset class derivatives and fixed income securities to 4,000 financial organizations in over 80 countries.