The Vol 9. No. 1 issue of the Numerix Journal presents some of Numerix's recent quantitative research and development achievements. Many of these achievements have been implemented as new functionality in our products. With the ongoing R&D effort at Numerix, this collection of papers showcases the quality of the research on various topics of interest in the field. Readers get an update on the latest progress in the theoretical research and product enhancements at Numerix.
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
Editor's Note
--PAPERS--
Recovering Greeks from Sensitivities
Analytic Greeks for Vanilla Instruments in Gaussian Hybrid Models
SVI Volatility Surface
--FEATURED ARTICLES ON NUMERIX PRODUCTS AND SERVICES--
Pythonic Pricing
PolyPaths - the New Acquisition of the Market Leader in Fixed Income
Market Data Management With NxDM
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