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June 30th, 2011 |
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SPECIAL FEATURE |
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[WHITE PAPER] FAST-TRACK YOUR OTC VALUATION AND RISK SYSTEM
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Building or extending an OTC valuation and risk system using an external library can often be challenging. This white paper discusses how you can use the FINCAD Valuation Engine web service to expand your valuation and risk system as an alternative to a software development kit. |
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Download White Paper |
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PRODUCT ANNCOUNCEMENTS |
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F3 2.0 ENABLES GREATER PORTFOLIO-LEVEL RISK ANALYSIS - INCLUDING CVA AND MC VaR.
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F3 2.0, released on June 7th, includes significant enhancements to portfolio-level risk analysis, specifically the addition of Credit Value Adjustment (CVA) and Monte Carlo VaR. Also included in the new release is F3's Universal Risk Technology, which enables first order risk to be calculated on-demand, eliminating the need for resource intensive "bumping". This latest release also contains product coverage and usability enhancements, including a comprehensive user guide, convenience functions... |
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RESOURCES |
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[DEMO] MATLAB® USERS CAN NOW TAKE ADVANTAGE OF F3
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FINCAD's award-winning, powerful analytics platform F3 is now available to those who prefer to work in the MATLAB® environment. With the launch of F3 Toolbox for use with MATLAB®, you have the flexibility to value and perform advanced risk analytics for any portfolio or trade, whether vanilla or exotic, in a truly generic way. |
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View Demo Now |
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[WHITE PAPER] ACHIEVE EFFICIENT PORTFOLIO-LEVEL ANALYSIS |
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Portfolio level analysis is critical in today's evolving derivatives market, but can be very resource intensive to both implement and support, requiring the ongoing addition of new instruments, models and types of analysis. This white paper explores how to efficiently produce a portfolio analysis solution that is easy to maintain, extend and scale. |
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Download White Paper |
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FEATURED TIP |
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SAVE TIME AND RESOURCES BY CREATING
A MASTER CURVE WORKBOOK
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Are you a FINCAD Analytics Suite for Excel user that uses more than one workbook solution to price and assess the risk of different instruments? You can work more efficiently by linking multiple workbooks to the same curve. Find out how!
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