Featured Research

Newsletter Issue – Apr 24, 2024
Thinking Derivatively – April 2024 Newsletter

In this Issue | XVA and the Buy Side, Quants Using Cloud, The Role of AI in Finance.

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White Paper
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
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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Numerix Pricing & Valuation Research & Inisights

Derivatives Industry Update | FRTB CVA Framework & ISDA SIMM Methodology

In this video blog Jim Jockle, CMO of Numerix speaks with Kevin McPartland, Head of Market Structure and...
On-Demand Webinar | Real World Economic Scenario Generation: Typical Uses, Common Modeling Challenges & Practical Examples
The regulatory landscape for insurers around the world is undergoing significant changes that require companies to...
What's on the Plate of Risk Managers? Exploring 2015-2016 OTC Derivatives Industry Risk Appetites
For much of the world the holiday season is still a few weeks away, but in the United States with Thanksgiving...
Quantitative Research Paper | "Hot-start" Initialization of the Heston Model
We suggest a new way of setting up multifactor models with hidden variables. We claim that the standard initial...
Hedgeweek Special Report – Hedge Funds & Derivatives Risk 2015
22/10/2015
Risk Executive Series | What’s Driving Risk Infrastructure for OTC Derivatives?
RISK EXECUTIVE SERIES

James J. Jockle, Chief Marketing Officer at Numerix, discusses the latest requirements and...
On-Demand Webinar | A Primer on Solvency II for Insurers Around the Globe
Solvency II is a transformative regulation for the European insurance industry, as it harmonizes the regulatory...
On-Demand Webinar | FIA Market Trends & Modeling Challenges: A CEB TowerGroup & Numerix Co-Presentation
As the US population ages and private pensions dwindle, insurance retirement products like annuities have become...
Structured Products Asia Awards 2015 | Technology Vendor of the Year
Structured Products | September 2015 
Technology Vendor of the Year
Under the low-rate, low volatility environment...
Real World Algorithmic Exposure: An Innovative New Approach for Nested Simulations
On-Demand Webinar | Real World Algorithmic Exposure: An Innovative New Approach for Nested Simulations
The computation of counterparty credit exposures such as Potential Future Exposure (PFE), as well as Economic...

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