In the Vol. 1 No. 2 Issue of the Numerix Journal, we cover XVAs, the martingale test, Numerix LSV model, and structured note annuities.     
    

The Numerix Journal is a periodic publication of research papers, articles, and shorter pieces on quantitative finance and financial software. The goal of the Journal is to serve as a forum for the introduction of new research, modeling methodologies, and presentation of performance and benchmark studies.


TABLE OF CONTENTS

ARTICLES

Replication & XVA: The Unique Counting

The Martingale Test

LSV Model in Numerix

CrossAsset Integration Layer

Numerix ESG and Structured-Note Annuities
 

 

 

Request This Issue

Complete the form below to request this complimentary issue of the Numerix Journal.

Select Form: 

Form #5: Research

Keep me informed of future research from Numerix:

Sign me up to receive "Derivative Insights & Innovations" monthly newsletter by Numerix:

* Required fields
video blog

The Graph Framework Advantage

press release - Jan 17, 2018

Numerix Oneview Insurance Named Actuarial Modelling Product of the Year in the Risk.net Market...

newsletter issue - Jan 11, 2018

Derivative Insights & Innovations - January 2018 Issue

newsletter issue - Dec 7, 2017

Derivative Insights & Innovations - December 2017 Issue

on-demand webinar

The End of LIBOR: Implications and Preparing for 2021

live webinar

The End of LIBOR: Implications and Preparing for 2021

on-demand webinar

Tipping Points for Legacy Risk System Replacement: The CRO View

newsletter issue - Nov 9, 2017

Derivative Insights & Innovations - November 2017 Issue

content collection

NEXT 365

newsletter issue - Oct 12, 2017

Derivative Insights & Innovations - October 2017 Issue

press release - Sep 29, 2017

Oneview Named Best New Product Risk Management

press release - Sep 20, 2017

GlobalCapital Global Derivatives Awards 2017