More Blogs from Numerix

Apr 4, 2016
Extensions and revisions of bank capital and margin requirements have given rise to increased interest in capital calculations and the methods employed. Developed by Dr. Serguei Issakov, Global Head of Quantitative Research at Numerix, the below...
Mar 25, 2016
Derivative practitioners need to be thinking about the pricing and modeling challenges related to prolonged, and in some areas, increasingly negative rate environments around the globe. The recent March 22 announcement by the Bank of Hungary—along...
Mar 18, 2016

In this video blog Dan Li, SVP and Global Head of Financial Engineering of Numerix speaks with CMO, Jim Jockle about the Bank of Japan's recent announcement to move interest rates into negative territory. This could prove crucial and present...
Mar 18, 2016

In this video blog Dan Li, SVP and Global Head of Financial Engineering of Numerix speaks with CMO, Jim Jockle about the Bank of Japan's recent announcement to move interest rates into negative territory. Dan provides his perspective on the BOJ's...
Mar 7, 2016

In this panel discussion moderated by Jim Jockle, CMO of Numerix, Kazu Yokokawa, Director of Financial Services Research and Technology Division at Nomura Research Institute, America and Richard Johnson, Vice President, Market Structure and...
Feb 25, 2016
Numerix is pleased to announce that Dr. Alexandre Antonov, Senior Vice President of Quantitative Research and 18 year veteran of Numerix has been named Quant of the Year in the 2016 Risk Awards. His recent research on negative rates modeling and the...
Feb 11, 2016

In this video blog Paul Rowady, Director of Research for Alphacution sits down with CMO of Numerix, Jim Jockle to discuss his latest research examining the digital transformation occurring within financial services industry. They discuss what’s...
Feb 10, 2016
As Numerix embarks on our 20th year in business, there is a huge legacy to look back on and an exciting future before us. When our founders first launched this firm, their goal was to put great minds together and found a company on true quantitative...
Jan 11, 2016

In this Part II video blog Tim Mortimer, Managing Director for Future Value Consultants, Keith Styrcula, Chairman and Founder of the Structured Products Association and Jim Jockle, CMO of Numerix discuss the latest regulatory developments...
Jan 8, 2016
Reflecting back on the past year, we’ve once again witnessed another dynamic 12 months full of ongoing change for the derivatives industry. Whether navigating the continually evolving regulatory landscape, or the growing smorgasbord of XVAs—from KVA...

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