Python

Bringing a Cutting-edge Insurance Product to Market with Numerix

Insurers today are placing more priority than ever on product innovation to meet client demands. VidaCaixa is one example of a market leader that leveraged advanced analytics and collaborative expertise to design and launch Spain’s first domestically-built variable annuity.

01/14/26

Blog post

Numerix’s Top 10 Resources of 2025

As we bid farewell to 2025, we’re reflecting on the insights that shaped our year at Numerix. In this blog, we highlight our top 10 most popular resources of 2025—spanning convertibles, volatility, fixed income trading, XVA, cutting-edge quantitative methods and more.

12/17/25

Case study

Driving Innovation in Insurance: How VidaCaixa Launched a New Variable Annuity Product with Numerix

Learn how VidaCaixa successfully launched an innovative variable annuity product to the Spanish market by collaborating with Numerix.

11/18/25

Blog post

The Quant Revolution Comes for Fixed Income

The fixed income market is undergoing a full-scale transformation. In a recent article, featured on TabbFORUM, we explore the impact of advanced analytics, cloud technology, and cross-asset modeling on fixed income markets, highlighting opportunities and challenges for investors, issuers, and risk managers alike.

10/23/25

White paper

Growing Adoption of Systematic Fixed Income Strategies

Systematic, rules-based investing has transformed equities. Now, it's revolutionizing fixed income. This white paper offers a comprehensive guide on systematic fixed income trading for institutional investors and financial professionals.

10/20/25

Blog post

Numerix’s Best of Summer 2025: 7 Top Resources of the Season

The summer of 2025 was anything but quiet for global markets. Against this backdrop, Numerix has been exploring the themes that matter most—from the resurgence of convertibles to the evolving landscape of risk management and valuation. This blog showcases 7 of our top resources from the season.

09/24/25

Webinar

Generative Methods in Quant Finance

Join our special guest A/Prof. Dr. Joerg Kienitz of m|rig as he shows how GMMs/LGMMs power backcasting of missing time series, generation of yield curve scenarios across currencies, and conditional implied volatility surfaces – while reducing static arbitrage and preserving covariance structure.

09/04/25

Blog post

Mastering Volatility: Quantitative Resources for Success

Market uncertainty demands sharper insights and agile tools. Numerix’s volatility resource hub brings together leading quantitative experts to explore advanced strategies for modeling, trading, and hedging in volatile markets.

08/27/25

Webinar

Unlocking Volatility: Mastering Variance & Volatility Swaps with NxCore Python

Join Owen Rooney, Senior Pre-Sales Consultant at Numerix for a webinar exploring how volatility and variance swaps are being used to navigate turbulence, generate alpha, and enhance execution when traditional derivatives fall short.

08/14/25

Webinar

Hedging Interest Rate Risk in Volatile Markets: NxCore Python in Action

Join Julien Machado, Quantitative Analyst – Presales at Numerix, for an insightful webinar designed for traders, risk managers, hedgers, and portfolio managers.

07/09/25

Blog post

The Future of Spreadsheets in Finance: A Market Practitioners’ Debate

For decades, spreadsheets like Excel have been indispensable in financial workflows. But as risk, data complexity, and regulatory demands grow, are they still the best tool? We discuss this controversial topic in our blog.

04/01/25