FINCAD: Join the algorithmic differentiation revolution

FINCAD was featured in a recent article, Structured Products Desks Join the AAD revolution. The article discusses how derivatives dealers are now electing to apply adjoint algorithmic differentiation (AAD) to complex pricing and analytics problems. FINCAD has been a pioneer in this area, having incorporated its own implementation of AAD into its F3 Platform, which it launched in 2010. Firms that utilize AAD typically experience a dramatic uptick in computational speeds when compared

Only users who have a paid subscription or are part of a corporate subscription are able to print or copy content.

To access these options, along with all other subscription benefits, please contact [email protected] or view our subscription options here:

You are currently unable to copy this content. Please contact [email protected] to find out more.

To continue reading...

You need to sign in to use this feature. If you don’t have a RiskTech Forum account, please register for a trial.

Sign in
You are currently on corporate access.

To use this feature you will need an individual account. If you have one already please sign in.

Sign in.

Alternatively you can request an individual account here: