Numerix - Financial Derivatives and Risk Analytics

Learn about the recent addition of the Bates stochastic volatility jump-diffusion model to the Numerix CrossAsset library, plus its application to cliquet options 

This achievement marks our first direct customer in the fast-growing Korean market—a result of our new consulting-distribution partnership with STI CS

New desk will use Numerix Rates Trader, part of Numerix Bloomberg Edition, for pricing and volatility calculations for Mexican IR caps/floors and swaptions.