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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
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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 | 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
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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
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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: 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...
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
SOLUTION WEBINAR

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...

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