Russell Goyder

FINCAD Corporation

Director, Quantitative Research

Central City, Suite 1750

13450 102nd Ave

Surrey, British Columbia V3T 5X3

Canada

http://www.fincad.com

SCHOLARLY PAPERS

4

DOWNLOADS
Rank 45,063

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Top 45,063

in Total Papers Downloads

2,027

SSRN CITATIONS

0

CROSSREF CITATIONS

2

Scholarly Papers (4)

1.

The Past, Present and Future of Curves

Number of pages: 44 Posted: 19 Aug 2013
Mark Gibbs and Russell Goyder
Gibbs Consulting and FINCAD Corporation
Downloads 1,108 (36,576)
Citation 1

Abstract:

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Optimal Architecture for Modern Analytics Platforms

Number of pages: 15 Posted: 19 Aug 2013
Mark Gibbs and Russell Goyder
Gibbs Consulting and FINCAD Corporation
Downloads 185 (296,228)

Abstract:

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Optimal Architecture for Modern Analytics Platforms

Number of pages: 36 Posted: 19 Aug 2013
Mark Gibbs and Russell Goyder
Gibbs Consulting and FINCAD Corporation
Downloads 183 (299,221)

Abstract:

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3.

Automatic Numeraire Corrections for Generic Hybrid Simulation

Number of pages: 10 Posted: 19 Aug 2013
Mark Gibbs and Russell Goyder
Gibbs Consulting and FINCAD Corporation
Downloads 349 (158,491)
Citation 1

Abstract:

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4.

Recovering greeks from sensitivities

Number of pages: 24 Posted: 02 Feb 2020 Last Revised: 02 Oct 2020
Russell Goyder, Glen Goodvin and Mark Gibbs
FINCAD Corporation, FINCAD and Gibbs Consulting
Downloads 202 (274,239)

Abstract:

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Options, greeks, delta, vega, delta-hedging, adjoint algorithmic differentiation