Featured Research

White Paper
White paper | Mastering XVA Dynamics from the Buy Side

In a Risk.net webinar sponsored by Numerix, three experts discussed key aspects of XVA from a buy-side standpoint...

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White Paper
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...

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Quants in the Cloud: Timely and Optimized Pricing and Risk Decisioning
On-Demand Webinar
On-Demand Solution Webinar | Quants in the Cloud: Timely and Optimized Pricing and Risk Decisioning

NUMERIX ON-DEMAND SOLUTION WEBINAR Quants in the Cloud: Timely and Optimized Pricing and Risk Decisioning...

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White Paper
White paper | Structured Credit: The Outlook for 2024

This paper is derived from a Risk.net webinar sponsored by Numerix, where a panel of industry experts discussed...

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White Paper
White paper | If More Convincing Is Needed, Here Are 4 Essential Reasons to Make More Use of the Cloud

In this paper, Numerix’s Head of Market Risk and Counterparty Credit Risk Analytics, Mayank Nanda, outlines his...

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FINCAD Analytics Suite: Real-Time Pricing & Risk of 0DTE Options
On-Demand Webinar
On-Demand Solution Webinar | FINCAD Analytics Suite: Real-Time Pricing & Risk of 0DTE Options

NUMERIX ON-DEMAND SOLUTION WEBINAR FINCAD Analytics Suite: Real-Time Pricing & Risk of 0DTE Options...

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Journal Issue
Numerix Journal Vol. 9, No. 1

The Vol 9. No. 1 issue of the Numerix Journal presents some of Numerix's recent quantitative research and...

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On-Demand Webinar
Risk.net On-Demand Webinar | Charting the Course for Structured Credit Markets in 2024

In December 2023, Risk.net gathered a panel of experts to provide insights into the structured mortgage sector and...

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FINCAD Analytics Suite: Quantitative Trading Strategies for Corporate Bonds
On-Demand Webinar
On-Demand Solution Webinar | FINCAD Analytics Suite: Quantitative Trading Strategies for Corporate Bonds

NUMERIX ON-DEMAND SOLUTION WEBINAR FINCAD Analytics Suite: Quantitative Trading Strategies for Corporate Bonds...

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Numerix Pricing & Valuation Research & Inisights

CEO Today Business Women of the Year Awards 2018 | Dawn Patrick Profile
CEO TODAY | july 2018
Dawn Patrick is both Chief Operating Officer and EVP of Global Operations. As Chief...
XVAs Defined: The Profitability Puzzle

XVA, in the simplest terms, is about capturing the costs of running an OTC derivatives operation. However, it is...
On-Demand Solution Webinar | A Competitive Edge in OTC E-Trading — Next-Generation Technology Capable of Delivering Tomorrow's Systems Today
ON-DEMAND SOLUTION WEBINAR

A COMPETITIVE EDGE IN OTC E-TRADING

Next-Generation Technology Capable of...
Slide Presentation | Fixed Income Investment in Rising Interest Rates
Presented at Future Investor Forum | June 2018
This presentation entitled “Fixed Income Investment in Rising...
Webinar | Riesgo de Contraparte para Latinoamerica (CVA)

                        
Riesgo de Contraparte para Latinoamerica (CVA)
Desde la crisis de 2007/2008, el Riesgo...
Numerix Journal Vol. 5 No. 1
The Vol 5. No. 1 Issue of the Numerix Journal, focuses on Numerix’s offerings of models, beginning with papers...
LIBOR Alternative Rates: The Transition and the Future of OTC Derivatives Pricing and Curve Construction


LIBOR might never officially go away, but after the end of 2021 the FCA will no longer compel banks to use LIBOR...
On-Demand Webinar | Roundtable Discussion: The 'State of the State' of XVA Front-Office Risk Management
Roundtable Discussion: The 'State of the State' of XVA Front-Office Risk Management
For both the sell-side and buy...
Slide Presentation | Margin Value Adjustment and Adjoint Differentiation
Presented at Risk Japan | June 2018
This presentation entitled “Margin Value Adjustment and Adjoint...
Numerix Roadshow | Realtime: Adapting to Change in the Increasingly Electronic OTC Markets
The post-crisis market reforms in the U.S. and Europe provided a catalyst for the uptake of electronic trading and...

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