In the Vol. 1 No. 2 Issue of the Numerix Journal, we cover XVAs, the martingale test, Numerix LSV model, and structured note annuities.     
    

The Numerix Journal is a periodic publication of research papers, articles, and shorter pieces on quantitative finance and financial software. The goal of the Journal is to serve as a forum for the introduction of new research, modeling methodologies, and presentation of performance and benchmark studies.


TABLE OF CONTENTS

ARTICLES

Replication & XVA: The Unique Counting

The Martingale Test

LSV Model in Numerix

CrossAsset Integration Layer

Numerix ESG and Structured-Note Annuities
 

 

 

Request This Issue

Complete the form below to request this complimentary issue of the Numerix Journal.

Select Form: 

Form #5: Research

Keep me informed of future research from Numerix:

Sign me up to receive "Thinking Derivatively" monthly newsletter by Numerix:

* Required fields
industry conference

Equity-Based Insurance Guarantees Conference 2018

newsletter issue - Sep 5, 2018

Thinking Derivatively - September 2018 Issue

written blog

CEO Spotlight: Mazy Dar, OpenFin

news - article pdf - Aug 28, 2018

The Technology Headlines August 2018 | Numerix Featured on Cover of The Technology Headlines

news - article pdf - Aug 14, 2018

Finance Monthly CEO Awards 2018 | Numerix CEO Steve O'Hanlon Featured on Cover of Finance...

in the news - Aug 9, 2018

Legacy derivs trading tools “still important” – experts

industry conference

Conferencia sobre el Riesgo de Contraparte (CVA) en Mexico

newsletter issue - Aug 8, 2018

Thinking Derivatively - August 2018 Issue

written blog

When Trying to Transform Your Organization, Are These Five Principles Getting Lost?

white paper

Charting a Course for a Successful XVA Program

on-demand webinar

Riesgo de Contraparte para Latinoamerica (CVA)

newsletter issue - Jul 10, 2018

Thinking Derivatively - July 2018 Issue