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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 | 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

On-Demand Webinar | The LIBOR Transition: A Risk Management Stress Event
The LIBOR Transition: A Risk Management Stress Event




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Structured Notes: Transforming Risk into Opportunities - Risk.net June 2020
Risk.net June 2020 | Structured Notes: Transforming Risk into Opportunities
Global markets were hit hard by the...
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?

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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...

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