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Featured Articles from the Numerix Blog
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Food for Thought: Innovative Model Risk Management Theories
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Improving Transparency in the US Retail Structured Products Market
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Looking Forward: What Trends Will Impact Model Risk Management in 2012?
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OIS Discounting and OTC Derivatives: Demystifying the Confusion
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Modeling Wrong Way Risk in CVA for Traders and Risk Managers
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Standardization, Transparency and Market Information: Key Theme at SPA Panel
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Modeling Wrong Way Risk in CVA for Quantitative Analysts
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Numerix Introduces New Enhancements for Fast Deal Definition and Easier Integration
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Advanced Valuation and Risk Modeling for COEs - Brazilian Structured Notes
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New Inflation Market Models Unveiled in the New Release of Numerix CrossAsset
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Numerix presents “Efficient analytic price approximation for American options”
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Numerix Publishes “General Short-Rate Analytics” in Risk Magazine/Asia Risk
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Professor Paul Glasserman, author of "Monte Carlo Methods in Financial Engineering," joins the Numerix Quantitative Advisory Board
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Risk and CVA for Exotic Derivatives: The Universal Modeling
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Numerix Expands French Presence to Accommodate Growing Local Client Base
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Numerix Co-hosts Executive Forum in Mexico City on Risk Management
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Improving Risk Management & Transparency for Structured Products, Exchange-Traded & OTC Derivatives through Data Management & Innovative Analytic
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Numerix and Sybase Team-up to Address Risk Management and IT Best Practices
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Numerix Speaks Out about IT Best Practices-Valuation and Risk Management Approaches for OTC Derivatives & Structured Products
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Whitepaper: Societe Generale Securities Services Implementation of Xenomorph’s TimeScape
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Instrument Valuation Management Is a Concern, Says Xenomorph...
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Numerix and Hyper Rig Publish White Paper on the Framework for Real–Time Risk Aggregation
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OTC Derivatives Valuation: Adoption of Multiple Pricing Curves
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Advanced Valuation Methodologies for CLOs
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In-database Analytics - A Path to the Future?
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FX-Fixed Income Hybrids: Practical Pricing Issues
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Numerix Tackles the Challenges of Basis Risk for VAs
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Numerix Provides Advanced Modeling & Hedging Insights for Insurance
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Overnight Index Swaps (OIS): Two Approaches to Pricing and Hedging
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Powering Pre-Trade Analytics and Modeling
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The Art and Science of Risk Management for Today's Markets
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LIBOR Market Models for Smile-Dependent Exotics
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Bates Model and Cliquet Pricing in Numerix
