New York, July 7, 2008-NumeriX, the recognized leader of analytic solutions for structuring, pricing and risk analysis of derivatives and structured products, will host its next Webinar on Wednesday, July 9th at 9:30 am EDT titled "How to Price Interest Rate Exotics" and led by Bo Pang, Quantitative Analyst, NumeriX LLC.
The Webinar will focus on how to properly manage risk exposure when pricing interest rate exotics. In early 2008, banks, hedge funds and other investors turned to interest rate products to offset the challenges in the credit markets. As a result, the risks associated with these complex products may prove to be too precarious for investors to bring to market. The use of analytics and new models will be examined as a way to protect investors from taking on too much risk. An introduction to the NumeriX interest rate derivatives pricing module and tutorials on pricing interest rate derivatives will also be covered.
-- Date: July 9, 2008
-- Time: 9:30am EST
-- Duration: approximately 30 minutes
-- Register to attend: www.numerix.com
Session Will Focus on Best Practices for Complex Products
