Featured Research

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...

Download Paper SHARE
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...

Download Paper SHARE
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...

Register for Webinar SHARE
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...

Download Paper SHARE
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...

Download Paper SHARE
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...

Register for Webinar SHARE
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...

Request Journal Issue SHARE
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...

Register for On-Demand Webinar SHARE
FINCAD Analytics Suite: Quantitative Trading Strategies for Corporate Bonds
On-Demand Webinar
On-Demand Solution Webinar | FINCAD Analytics Suite: Quantitative Trading Strategies for Corporate Bonds

NUMERIX ON-DEMAND SOLUTION WEBINAR FINCAD Analytics Suite: Quantitative Trading Strategies for Corporate Bonds...

Register for Webinar SHARE

Numerix Pricing & Valuation Research & Inisights

HFM | Cloud firm Numerix acquires TFG Financial Systems
HFM | March 8, 2017 | Miluska Berrospi
HFM's Miluska Berrospi reports on the acquisition of hedge fund software...
Waters Technology | Numerix Acquires TFG Financial Systems
Waters Technology | March 8, 2017 | Emilia David
Waters Technology's Emilia David reports on the acquisition of...
Finance Magnates | Numerix Acquires TFG Financial Systems
Finance Magnates | March 8, 2017 | Jeff Patterson
Finance Magnates's Jeff Patterson reports on the expanded buy-...
Slide Presentation | Risk Korea 2017 – FRTB-Market Risk: Portfolio-Specific Impacts
Presented at Risk Korea | February 2017
This presentation entitled “FRTB-Market Risk: Portfolio-Specific Impacts”...
FRTB: The Picture Is Now Recognizable—And Clearly, It’s Time to Consult with FinTech
James Jockle, Chief Marketing Officer of Numerix

I wouldn’t be surprised if some banks see FRTB as a jigsaw...
2017 Briefing: What You Need to Know for the Year Ahead in Capital Markets
To Our Readers:

A belated Happy New Year to our Numerix Blog readers, we raise our glass to you – our...
White paper | The Fundamental Review of the Trading Book (FRTB): Key Challenges and Implementation Headaches
The broad implications of the revised capital framework proposed under the Fundamental Review of the Trading Book...
Numerix Vantage Point Series | Transformation in Banking​​​: 5 Priorities for 2017 and 5 Opportunities for the Future
NUMERIX VANTAGE POINT SERIES
James Jockle, Chief Marketing Officer of Numerix, discusses transformation in banking...
The Silicon Review | The Cloud Revolution Building a Next Generation Business Strategy
the silicon review | December 2016
While profound changes in business can often present significant challenges,...
Quantitative Research Paper | PV and XVA Greeks for Callable Exotics by Algorithmic Differentiation
We generalize the algorithmic differentiation method proposed by Antonov (2016) from price Greeks to XVA Greeks....

Pages