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

2012 Structured Products Asia Awards: Technology Innovation
Structured Products | September 2012
Technology Innovation
Numerix announced it was named Technology Innovation...
The Impact of OIS Discounting on the Pricing of Non-Linear Interest Rate Structures
How will the evolution of the interest rate options market toward the OIS approach impact pricing and modeling...
VIX Modeling for Quants:Pricing the ‘Fear Index’
It is no wonder that the VIX has gained substantial attention from both Wall Street and Main Street during the...
Deploying FX Options to Hedge Euro Breakdown
Global Capital | August 6, 2012 | By Udi Sela, Numerix
In this article, Udi Sela explores the possibility of...
On-Demand Webinar | Pricing the “Fear Index:” An Introduction to VIX Modeling for Quants
The Chicago Board Options Exchange (CBOE) Volatility Index – more commonly known as the “VIX” – was first...
On-Demand Webinar | Deciphering FVA: Understanding, Modeling and Using Funding Value Adjustment
While Credit Value Adjustment (CVA) and Debit Value Adjustment (DVA) are relatively well understood by both quants...
OIS Discounting: The Increasing Complexity of Curve Construction
Curve construction in ‘the new world’ has become increasingly complex ?even when it comes down to vanilla deals....
On-Demand Webinar | Impact of OIS Discounting
The interest rate derivative markets are undergoing a profound change, evolving from a single-curve pricing...
2012 Structured Products Americas: Technology Innovation
Structured Products  | May 2012
Numerix wins Technology Innovation of the Year
This is the sixth consecutive year...
Advanced FX Hedging Strategies (and what NOT to do): A Case Study
Given the extreme market volatility since the 2008 crisis, and the huge impact it can have on a multinational...

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