Featured Research

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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FINCAD Analytics Suite: Quantitative Trading Strategies for Corporate Bonds
On-Demand Webinar
On-Demand Solution Webinar | FINCAD Analytics Suite: Quantitative Trading Strategies for Corporate Bonds

NUMERIX ON-DEMAND SOLUTION WEBINAR FINCAD Analytics Suite: Quantitative Trading Strategies for Corporate Bonds...

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Numerix Pricing & Valuation Research & Inisights

Numerix, JPMorgan Eye Cross-Asset Application of Volatility Model
Waters Sell-Side Technology | April 2, 2013 | By Timothy Bourgaize Murray
A new Unspanned Stochastic Local...
Slide Presentation | GARP 2013 Derivative Trading Profitability and Risk Measures
Presented at GARP Annual Risk Management Convention | March 2013
Derivative Trading Profitability and Risk...
TARNs Get Back On The Radar
Global Capital | March 14, 2013 | By Editors
Numerix discusses the rise and use of FX TARNs.
Kerius Takes Numerix CrossAsset
Waters Buy-Side Technology | March 12, 2013 | By Timothy Bourgaize Murray
Numerix discusses its new partnership...
OTC reforms present technology challenges for insurers
Risk.net | March 11, 2013 | By Blake Evans-Pritchard
Satyam Kancharla, CSO discusses the role of collateral in...
Economic Value Adjustment – The Intersection of CVA, FVA, OIS, & CSAs for OTC Derivatives

In this video blog, Numerix experts discuss the historical context and interconnectivity between OIS discounting...
On-Demand Webinar | A Quantitative Look at FVA - Theory and Implementation
The practice of incorporating Funding Valuation Adjustment (FVA) into derivative prices has been hotly debated...
Numerix offers buy-side greater collateral controls
The Trade | February 22, 2013 | By The Trade Editorial Team
This article announces the firm's Cheapest-To-Deliver...
As Numerix CEO, O'Hanlon Eyes IPO, Acquisitions
Waters Inside Market Data | February 15, 2013 | By Max Bowie
Steven O'Hanlon discusses Numerix's data strategy and...
Managing Increased Valuation Complexity Of Credit Support Annexes
Global Capital | February 15, 2013 | Dan Li, v.p. Numerix financial engineering 
Dan Li of Numerix discusses the...

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