More NewsGFI to Develop FENICS Credit Derivative Product

GFI to Develop FENICS Credit Derivative Product

GFI Group, a provider of brokerage, analytics software and data services, has partnered with Professors John Hull and Alan White, of the University of Toronto, to develop and produce FENICS Credit, an independent pricing tool targeted at the trillion dollar credit derivatives market. Hull and White, Professors of Finance at the Joseph L. Rotman School of Management, are internationally recognised for more than 15 years of applied research in derivatives. They are best known for developing the Hull-White Interest Rate Model, which is used in trading rooms around the world to value non-standard interest rate derivatives. Their analytical expertise will be combined with GFI’s premier credit derivatives market data and the derivative software technology underlying GFI’s market-leading FENICS pricing suite. FENICS Credit will be subscription-based and is set for release later this year.

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