Numerix Pricing & Valuation Research & Inisights


Numerix Video Blog #2: A Primer on Funding Value Adjustment (FVA)
As more and more banks believe that funding is...
Over the last several months, many Foreign Exchange (FX) currency pairs have been trading in narrow ranges....

Following the 2008 financial crisis, OTC derivative market participants have come to realize that the valuation...
Structured Products | September 2012
Technology Innovation
Numerix announced it was named Technology Innovation...
How will the evolution of the interest rate options market toward the OIS approach impact pricing and modeling...
It is no wonder that the VIX has gained substantial attention from both Wall Street and Main Street during the...
Global Capital | August 6, 2012 | By Udi Sela, Numerix
In this article, Udi Sela explores the possibility of...
The Chicago Board Options Exchange (CBOE) Volatility Index – more commonly known as the “VIX” – was first...
While Credit Value Adjustment (CVA) and Debit Value Adjustment (DVA) are relatively well understood by both quants...
Curve construction in ‘the new world’ has become increasingly complex ?even when it comes down to vanilla deals....

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