Featured Research

Newsletter Issue – Apr 24, 2024
Thinking Derivatively – April 2024 Newsletter

In this Issue | XVA and the Buy Side, Quants Using Cloud, The Role of AI in Finance.

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White Paper
White paper | Mastering XVA Dynamics from the Buy Side

In a Risk.net webinar sponsored by Numerix, three experts discussed key aspects of XVA from a buy-side standpoint...

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White Paper
White paper | Zero-Day Options: Unique Market Dynamics and Risk Considerations

To explore the pricing and risk nuances of zero-day options, Risk.net held a webinar featuring a panel of...

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Quants in the Cloud: Timely and Optimized Pricing and Risk Decisioning
On-Demand Webinar
On-Demand Solution Webinar | Quants in the Cloud: Timely and Optimized Pricing and Risk Decisioning

NUMERIX ON-DEMAND SOLUTION WEBINAR Quants in the Cloud: Timely and Optimized Pricing and Risk Decisioning...

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White Paper
White paper | Structured Credit: The Outlook for 2024

This paper is derived from a Risk.net webinar sponsored by Numerix, where a panel of industry experts discussed...

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White Paper
White paper | If More Convincing Is Needed, Here Are 4 Essential Reasons to Make More Use of the Cloud

In this paper, Numerix’s Head of Market Risk and Counterparty Credit Risk Analytics, Mayank Nanda, outlines his...

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FINCAD Analytics Suite: Real-Time Pricing & Risk of 0DTE Options
On-Demand Webinar
On-Demand Solution Webinar | FINCAD Analytics Suite: Real-Time Pricing & Risk of 0DTE Options

NUMERIX ON-DEMAND SOLUTION WEBINAR FINCAD Analytics Suite: Real-Time Pricing & Risk of 0DTE Options...

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Journal Issue
Numerix Journal Vol. 9, No. 1

The Vol 9. No. 1 issue of the Numerix Journal presents some of Numerix's recent quantitative research and...

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On-Demand Webinar
Risk.net On-Demand Webinar | Charting the Course for Structured Credit Markets in 2024

In December 2023, Risk.net gathered a panel of experts to provide insights into the structured mortgage sector and...

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Numerix Pricing & Valuation Research & Inisights

Numerix Roadshow | Realtime: Adapting to Change in the Increasingly Electronic OTC Markets
The post-crisis market reforms in the U.S. and Europe provided a catalyst for the uptake of electronic trading and...
2016 Quant of the Year Seminar Series | London - Slide Request
Missed the Live Lecture? Request the Slides from the London Stop on Our Lecture Series Tour
Though the recent...
2016 Quant of the Year Seminar Series | London - Slide Request
Missed the Live Lecture? Request the Slides from the London Stop on Our Lecture Series Tour
Though the recent...
Slide Presentation | Multi-Curve and the end of LIBOR
Presented at Risk Japan | June 2018
This presentation entitled “Multi-Curve and the end of LIBOR” was given by...
Sell Side Technology Awards 2018 | Best Sell-Side Credit Risk Product
Numerix, the leader in risk technology, is honored to be recognized as the leading provider of credit valuation...
Putting Quantitative Innovation into Focus for XVAs


By Dr. Andrew McClelland, Director of Quantitative Research, Numerix
 
Managing xVAs is complex, and that...
Thinking Derivatively - June 2018 Issue





  JUNE 2018 NEWSLETTER




Blockchain in the Derivatives Market: Not to Be Dismissed
Blockchain presents...
Slide Presentation | QuantMinds- AD-on-LSMC for MVA and CVA Greeks
Presented at QuantMinds International | May 2018
This presentation entitled “AD-on-LSMC for MVA and CVA Greeks:...
Blockchain in the Derivatives Market: Not to Be Dismissed
By Bill Dwyer, Managing Director, Corporate and Business Development, Numerix

$2 billion. In just four years,...
On-Demand Solution Webinar | Oneview for Pre-Trade XVA Checks — Should I Trade or Should I Go?
 

Why Attend?
Learn how derivative businesses can incorporate XVAs into pre-trade prices and make more...

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