Featured Research

On-Demand Webinar
Derivative Insider Webinar Series: Future Directions for Capital Markets Technology in the Digital/AI Revolution

This webinar is part of Numerix's ongoing “Derivative Insider” series. In this installment, Neil Chinai, Operating...

Register for Webinar SHARE
In The News – Apr 30, 2023
Genstar-Backed Numerix Buys Fincad

Numerix, a capital markets risk management technology company and a portfolio company of Genstar Capital, has...

READ THE ARTICLE SHARE
In The News – Apr 27, 2023
The Wave | Numerix’s Nestor Nelson on Tomorrow’s Cloud

In this video, Numerix's CIO explains the innovation and solutions that helped the company win a TabbFORUM NOVA...

WATCH THE VIDEO SHARE
In The News – Apr 24, 2023
Numerix Wins Best Sell-Side Market Risk Product

During the Sell-Side Technology Awards 2023, by Waters Technology, Numerix brought home the top title for Sell-...

READ THE ARTICLE SHARE
Newsletter Issue – Apr 11, 2023
Thinking Derivatively – April 2023 Newsletter

In this Issue | FINCAD Acquisition, Banking Crisis Discussion, LIBOR Transition Insights

Read More SHARE
Written Blog – Apr 11, 2023
Our Experience Towards AWS Adoption

In this blog, Numerix Chief Technology Officer; William Humphrey, shares Our Experience Towards AWS Adoption.

Read Blog SHARE
On-Demand Webinar
Risk.net On-Demand Webinar | D-day for the Rates Market: Solving the Outstanding Issues in US Libor Transition

In March 2023, Risk.net gathered a panel of experts to discuss the issues facing the market, the progress made so...

Register for On-Demand Webinar SHARE
Newsletter Issue – Mar 14, 2023
Thinking Derivatively – March 2023 Newsletter

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

Read More SHARE
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

Download Paper SHARE

Numerix Pricing & Valuation Research & Inisights

Thinking Derivatively - December 2019 Issue





  DECEMBER 2019 NEWSLETTER




Dear Reader,
A new year is just about upon us, which means it is a time when...
STIRs and OIS Futures in the Hull-White Model
STIRs and OIS Futures in the Hull-White Model
This paper derives exact formulas and their simple approximations...
On-Demand Solution Webinar | Applying AI to Streamline the LIBOR Transition
SOLUTION WEBINAR

Applying AI to Streamline the LIBOR Transition

THE LIBOR TRANSITION: NOT JUST A...
Buy Side Technology Awards 2019 | Best Overall Buy Side Technology Provider
Buy side technology Awards | december 2019
In this article learn why Numerix was selected as the Best Overall Buy...
Buy Side Technology Awards 2019 | Best Buy Side Risk Management Product
Buy side technology Awards | december 2019
In this article learn why Numerix was selected as having the Best Buy...
Greenwich Associates On-Demand Webinar | Trading, Technology and the Libor Transition
Trading, Technology and the Libor Transition
Join Kevin McPartland from Greenwich Associates, along with Philip...
Infographic | Preparing for the Journey Ahead: Uncleared Margin Rules Compliance and Initial Margin
If your institution is captured during one of the final two phases of uncleared margin rules (UMR) for OTC...
Getting Ready for the Next Phase of Initial Margin Requirements: The Technology Considerations
Any firm that trades uncleared OTC derivatives knows by now that to be compliant with initial margin (IM) rules...
On-Demand Solution Webinar | Impact Analysis: The 2020 Clearing House Switch from OIS to SOFR Discounting
SOLUTION WEBINAR

Impact Analysis: The 2020 Clearing House Switch from OIS to SOFR Discounting

USING...
Slide Presentation | Dawn of Alternative Reference Rates: Curve Construction Fundamentals
Presented at the Libor Summit USA | November 2019
This presentation entitled “Dawn of Alternative Reference Rates...

Pages