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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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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

Risk.net On-Demand Webinar | LIBOR Countdown: Spotlight on Derivatives
LIBOR Countdown: Spotlight on Derivatives
The next 12 months will determine how rates markets cope with the death...
On-Demand Solution Webinar | The LIBOR Transition: Fallback Curve Analysis
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The LIBOR Transition: Fallback Curve Analysis

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Thinking Derivatively – March 2020 Newsletter





  MARCH 2020 NEWSLETTER




The Capital Markets Today: In the Eye of Two Storms
The capital markets are...
Quantitative Research Paper | Neural Networks with Asymptotics Control
Neural Networks with Asymptotics Control
Artificial Neural Networks (ANNs) have recently been suggested for use in...
The Market Impact of SOFR Discounting: What We Know So Far

Just about three years ago, the capital markets industry started preparations for the transition to alternative...
White paper | The Capital Markets 2020: In the Eye of Two Storms

As the capital markets begin a new year, they are facing the confluence of two storms: global macroeconomic...
On-Demand Webinar | The LIBOR Transition in 2020: Roundtable Discussion with Numerix and Greenwich Associates
The LIBOR Transition in 2020: Roundtable Discussion with Numerix and Greenwich Associates
As we kick off a new...
Thinking Derivatively – January/February 2020 Newsletter





  JANUARY/FEBRUARY 2020 NEWSLETTER





Analyzing the Market Impact of SOFR Discounting
The switch from OIS...
Best New Technology Introduced Over the Last 12 Months - Trading and Risk
Best New Technology Introduced Over the Last 12 Months — Trading and Risk | january 2020
In this article learn why...
White paper | Analyzing the Market Impact of SOFR Discounting
Two years in, the transition toward SOFR has seen several milestones crossed, with 2019 in particular seeing a...

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