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White Paper
White paper | Six Themes that Characterize Trading in the Energy Markets Today

This paper explores certain trends and themes tied to today’s energy markets

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Newsletter Issue – Mar 13, 2023
Thinking Derivatively – March 2023 Newsletter

In this Issue | Energy Trading Themes, Numerix Case Study on Enhancing Risk Analytics, Technology Insights

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On-Demand Webinar
Risk.net On-Demand Webinar | XVAs and Counterparty Credit Risk for an Energy Market in Crisis

In November 2022, Risk.net hosted a panel discussion with five industry experts where they discussed the...

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Newsletter Issue – Jan 17, 2023
Thinking Derivatively – January 2023 Newsletter

In this Issue | Leveraging Emerging Tech, Applying XVAs in Energy Markets, Turbocharging Greek Calculations

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White Paper
White paper | Using Emerging Technologies to Improve the Risk Management Function

In this white paper, Numerix expert shares the technology themes and insights discussed by a keynote panel of risk...

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Journal Issue
Numerix Journal Vol. 8, No. 1

The Vol 8. No. 1 issue of the Numerix Journal presents some of Numerix's recent quantitative research and...

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Newsletter Issue – Dec 13, 2022
Thinking Derivatively – December 2022 Newsletter

In this Issue | LIBOR Transition Challenges, Building Apps, Using Asset Projection Tools

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Machine Learning for Market Data Anomaly Detection & Gap Filling
On-Demand Webinar
Machine Learning for Market Data Anomaly Detection & Gap Filling

Presenters share how Machine Learning can be utilized to improve the quality of historical data for market risk...

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White Paper
White paper | The LIBOR Transition Story Is Not Yet Over: Our Experts Reflect on 5 of the Remaining Core Issues...

In this white paper, two Numerix experts share what they believe are some of the most significant themes and...

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Numerix Pricing & Valuation Research & Inisights

White paper | Exploring How AI Can Help Address Contract Challenges During the LIBOR Transition
For most financial institutions, executing the move away from LIBOR to alternative reference rates (e.g., SOFR)...
Thinking Derivatively – June 2020 Newsletter





  JUNE 2020 NEWSLETTER




The LIBOR Countdown: Focus on Derivatives and the Impact of COVID-19...
White paper | The LIBOR Countdown: Focusing on Derivatives and the Impact of COVID-19
While it may still remain unclear how exactly the COVID-19 pandemic will affect LIBOR transition efforts, such as...
On-Demand Webinar | Preparándonos para un mundo sin la tasa Libor
Preparándonos para un mundo sin la tasa Libor

Mucho se ha hablado del fin de la tasa LIBOR y su gradual...
Thinking Derivatively – May 2020 Newsletter





  MAY 2020 NEWSLETTER




Take Our Two-Minute Survey - Are You Prepared for the End of LIBOR?

 ...
On-Demand Webinar | The Benefits of Python with Numerix CrossAsset: Migrating Excel Use Cases to Python
The Benefits of Python with Numerix CrossAsset: Migrating Excel Use Cases to Python
For many years, VBA (Visual...
Women in Technology and Data Awards 2020: Vendor professional of the year (trading and risk) | Irina Slobodyanyuk, Numerix
Women in Technology and Data Awards 2020: Vendor professional of the year (trading and risk)
Irina Slobodyanyuk,...
Thinking Derivatively - April 2020 Issue




 

  APRIL 2020 NEWSLETTER




Dear Reader,
From all of us at Numerix, we hope you and your loved ones are...
On-Demand Webinar | The LIBOR Transition: Impact of SOFR Switch on Swaptions
The LIBOR Transition: Impact of SOFR Switch on Swaptions
Over the last several weeks global markets have...
LIBOR Risk Q1 2020
New Risk.net Libor Risk Report
This first quarter edition of a new Risk.net Libor Risk report addresses a number...

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