Numerix Pricing & Valuation Research & Inisights

Global Capital | August 6, 2012 | By Udi Sela, Numerix
In this article, Udi Sela explores the possibility of...
The Chicago Board Options Exchange (CBOE) Volatility Index – more commonly known as the “VIX” – was first...
While Credit Value Adjustment (CVA) and Debit Value Adjustment (DVA) are relatively well understood by both quants...
Curve construction in ‘the new world’ has become increasingly complex ?even when it comes down to vanilla deals....
The interest rate derivative markets are undergoing a profound change, evolving from a single-curve pricing...
Structured Products  | May 2012
Numerix wins Technology Innovation of the Year
This is the sixth consecutive year...
Given the extreme market volatility since the 2008 crisis, and the huge impact it can have on a multinational...

Since the 2008 crisis, unprecedented levels of market volatility - specifically in the foreign exchange...

With many of the world’s financial institutions in the process of migrating to new market standards, questions...
Download this Complimentary Numerix Quantitative Research Paper
In this article, we develop the algorithmic...

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