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

Quantitative Research Paper | Options for Collateral Options
Download this Complimentary Research Paper, as Published in Risk Magazine
A Risk Collateral Management Cutting...
The FVA revolution
IFR | February 26, 2014 | By Christopher Whittall
As part of this article, Numerix discusses the implementation of...
On-Demand Numerix User Webinar | Understanding the American Monte Carlo Approach for Counterparty Credit Exposure Calculations
Many derivative practitioners use a Brute Force Monte Carlo approach for counterparty credit exposure calculations...
Vendors Filling Collateral-Management Void
Hedge Fund Alert | April 2, 2014 | By Howard Kapiloff
Satyam Kancharla, CSO discusses collateral issues, trends,...
MathWorks Extends Matlab Capability with Numerix
A-Team Intelligent Trading Technology | January 24, 2014 | By Sarah Underwood
MathWorks and Numerix have...
From the Volcker Rule to FVA’s Impact on Trade Profitability: The Challenges We Face

With the new year upon us, Wall Street has been once again reeling over the recent news surrounding the Volcker...
DVA, CVA and FVAaaaaaaargh!
Financial Times | January 14, 2014 | By Tracy Alloway
The FT Alphaville blog discusses FVA as banks start to...
gtnews | Avoiding Collateral Surprises: Managing Multi-Currency CSAs
gt news | JANuary 2013 | by Anna Barbashova, Client Solutions Group, Numerix
In this article, Anna Barbashova of...
On-Demand Webinar | Surprise! "Vanilla" Derivatives Aren't So Easy to Value Any More
The derivative markets have changed dramatically since the 2008/2009 financial crisis. Regulatory reform and...
Second-Tier Banks, Non-Financials To Benefit From CVA, DVA Clarity
Global Capital | December 12, 2013 | By Hazel Sheffield
Satyam Kancharla of Numerix discusses CVA and DVA...

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