More Blogs from Numerix

Apr 27, 2010
Yesterday, attendees at the A-Team Insight Exchange 2010 here in New York were witness to a lively and informative...
Apr 14, 2010
Following up our post on LIBOR Market Models in Numerix, I thought it would be valuable to show how the...
Apr 13, 2010
Continuing our series on the use of advanced models (see The Bates Model), today we address the issue of pricing...
Apr 5, 2010
Risk isn’t just about numbers. It’s also about human nature. Financial institutions must have the courage to...
Mar 8, 2010
Recently, we added the Bates stochastic volatility jump-diffusion model to the Numerix CrossAsset model library....
Dec 8, 2009


Last Tuesday at the Harvard Club, we hosted a lively and thoughtful panel discussion on the current state of the...
Dec 1, 2009

Transparency is on everyone’s minds these days, particularly for complex derivatives. At Numerix, we work with a...
Nov 16, 2009

To survive in today’s market, there’s no denying that financial institutions must re-evaluate their valuation and...

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