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Opinion

22 July 2015

FINCAD was featured in a recent Risk.net 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 to traditional risk methods such as “bumping.”

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