Numerix Pricing & Valuation Research & Inisights

Collateral represents the tool of choice for mitigating Counterparty Credit Risk in the post 2008 market...

As the Fed provides clarity over its plans to start slowing QE3, but ultimately decides to hold off on tapering...

Watch the Video: Capturing the Dynamics of Stochastic Volatility
Despite the ongoing budget debate in Washington...
While most derivative market practitioners now value their OTC derivatives by discounting with Overnight Index...
Waters Technology | September 24, 2013 | By Timothy Bourgaize Murray
Numerix unveils the universal local...
Global Capital | September 20, 2013 | By Alex Marion and Mark Hadley of Numerix
Insurers are considering linking...

Watch the Video: Derivatives Funding Dynamics: FVA & The Hidden Cost of Trading
Risk analytics can be a bit...

A recent Risk magazine article titled "Replacement Costs Add to OTC Pricing Upheaval" by Matt Cameron examines...
Most derivative market practitioners now use Overnight Index Swap (OIS) curves for their discounting curves when...
Waters Buy-Side Technology | September 4, 2013 | By Anthony Malakian
Numerix details its new partnership with Sky...

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