Numerix Pricing & Valuation Research & Inisights


In this Part II video blog, PRIIPs Methodologies in Focus, Tim Mortimer, Managing Director for Future Value Consultants and Keith Styrcula, Chairman and Founder of the Structured Products Association join Jim Jockle, CMO of Numerix to continue...
Video Blog
As internal stakeholders and regulators of financial institutions continue to demand faster and better risk analytics at both the desk level and enterprise level, legacy risk infrastructures are being stretched to the breaking point.  Unfortunately...
On-Demand Webinar

In this video blog, Numerix SVP of Financial Engineering Dr. Dan Li and Jim Jockle, CMO of Numerix discuss key highlights from Risk’s 13th Annual Quant Congress USA. The discussion addresses the debate surrounding the evolving role of quantitative...
Video Blog
Hybrid securities are not new; in fact, some of them, such as convertible bonds, have their origin going back more than 100 years. A recent addition to the family is contingent convertible bonds (CoCos), which just like others, were introduced to...
On-Demand Webinar

In this video blog, Udi Sela, FX expert and trading strategist for Numerix and Jim Jockle, CMO of Numerix discuss the future of monetary policy in the US including the potential for an interest rate hike later this year. Udi addresses what the...
Video Blog
Often in life we hit a point where paths converge, we look back behind us at a dusty beaten trail and forward at a newly paved road. It may not always be obvious though which path will be easier. Few want to be the first to test new terrain or see...
Written Blog

In this video blog Dr. Meng Lu, Senior Vice President of Financial Engineering provides key insights from the recent Bonds, Loans and Derivatives conference in Brazil where he spoke on a panel focusing on pricing dynamics of Brazilian debt...
Video Blog
Risk.net | June 22, 2015 | By Clive Davidson
Managing data still biggest technology challenge for Asia banks
As part of Asia Risk magazine's 20th anniversary edition this article examines how technology has evolved over the period to support...
In The News
In this Issue
Video Blog: Global Derivatives 2015 Recap-Adjoint Algorithmic Differentiation to KVA
Blog: Margin Valuation Adjustment: Newcomer to the ‘XVA Party’
On-Demand Master Class Seminar Series:OIS Discounting, XVAs, FVA
Case Study: Cathay...
Newsletter Issue
Get up to speed quickly on OIS discounting – from foundations to advanced applications
Since the global financial crisis, OIS Discounting has emerged as a market standard for valuing swaps and interest rate derivatives, but the speed and level of...
Event Recording

Pages