Structured Products & Derivatives

FINCAD Analytics Suite: Hedging FX Exposures with Cross-Currency Basis Swaps

Peter O’Connor of Numerix addresses the application of cross-currency basis curves with a focus on pricing, risk, scenarios/stress testing, and FX projection.

06/05/24

Webinar

Valuation & Hedging of FX Options

Join Dr. Ping Sun of Numerix as he provides a primer on the best practices and key issues for practitioners to consider when valuing and hedging FX options.

05/29/24

Blog post

Mastering FX Derivatives and Hedging Interest Rate Risk in Turbulent Times

Benchmark rate reform and shifting central bank policies are adding complexity to the OTC derivatives market, making precise risk management crucial. Our blog offers insight to help you navigate these turbulent times.

05/21/24

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 financial market experts. Download our new white paper to learn the themes that emerged from this insightful discussion.

04/02/24

Blog post

Navigating Real-Time Pricing and Risk of Same-Day Options

Over the past year, options trading volumes hit a record high. What’s more, nearly 50% of all S&P 500 options are now associated with zero day to expiration (0DTE) options specifically, surpassing those of all other options maturities. We recently held a solution webinar to look deeper into this topic.

02/15/24

Webinar

FINCAD Analytics Suite: Real-Time Pricing & Risk of 0DTE Options

Learn about the unique risk characteristics of 0DTE options, and how to use FINCAD Analytics Suite for Excel to accurately price these options and assess the related market risks.

01/31/24

Blog post

Zero Day Options Gain Momentum with New Contract Offerings

Nasdaq recently listed a series of new weekly options contracts, which traders can utilize for trading zero-day to expiration (ODTE) options. It’s speculated that Nasdaq is aiming to take advantage of the recent surge in zero-day options popularity and ramping up for continued growth in this market.

12/13/23

White paper

Is Your SOFR Readiness Being Put to the Test? Let’s Talk About Post-Transition Issues and Challenges

In this Q&A, five Numerix experts discuss the various issues tied to SOFR that are impacting the market.

12/02/23

Blog post

Thriving Amidst Volatility in the Energy Markets

The energy and commodity markets have experienced a surge in volatility over the last 18 months. How are market participants responding? In our blog, we delve into the multifaceted world of energy markets with a focus on the vital role of counterparty credit risk in helping firms stay competitive.

10/31/23

Podcast

Exploring the Impact of Rising Interest Rates on Derivatives Clearing with Ross Lancaster

Prepare yourself for a enlightening journey into the world of derivatives clearing, where rising interest rates are opening up new avenues of growth.

10/05/23

Blog post

Assessing the Rise in Popularity of Zero Day Options

Numerix participated in a webinar with Risk.net to explore zero-day options. A panel of experts, including Russell Goyder, Fixed Income Product Development at Numerix, shared their views on how and if firms should be using 0DTE options in their portfolios.

09/07/23