More Blogs from Numerix

Oct 10, 2012
By now, we all realize that financial practitioners around the globe are facing increasing challenges when it...
Sep 25, 2012

Numerix Video Blog #2: A Primer on Funding Value Adjustment (FVA)
As more and more banks believe that funding is...
Sep 19, 2012
From risk mitigation to quality assurance and model performance…model validation means many different things to...
Sep 12, 2012

Following the 2008 financial crisis, OTC derivative market participants have come to realize that the valuation...
Aug 22, 2012
How will the evolution of the interest rate options market toward the OIS approach impact pricing and modeling...
Aug 10, 2012
It is no wonder that the VIX has gained substantial attention from both Wall Street and Main Street during the...
Jul 19, 2012
Curve construction in ‘the new world’ has become increasingly complex ?even when it comes down to vanilla deals....
Jul 12, 2012
The following blog article was guest written by Steve O’Hanlon, President and Chief Operating Officer at Numerix....
Apr 26, 2012
Given the extreme market volatility since the 2008 crisis, and the huge impact it can have on a multinational...
Apr 16, 2012
With many of the world’s financial institutions in the process of migrating to new market standards, questions...

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