Numerix Pricing & Valuation Research & Inisights

The LIBOR Transition in 2020: Roundtable Discussion with Numerix and Greenwich Associates
As we kick off a new...





  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 | january 2020
In this article learn why...
Two years in, the transition toward SOFR has seen several milestones crossed, with 2019 in particular seeing a...
A surprising 16% of respondents surveyed in a recent Greenwich Associates webinar said their firm hasn’t even...
The Vol 6. No. 1 Issue of the Numerix Journal highlights Numerix's achievements in two areas: the ongoing...
MERGERMARKET | DECEMBER 12, 2019
In this feature by Mergermarket, Numerix CEO Steve O'Hanlon discusses the...





  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
This paper derives exact formulas and their simple approximations...
SOLUTION WEBINAR

Applying AI to Streamline the LIBOR Transition

THE LIBOR TRANSITION: NOT JUST A...

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