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

On-Demand Webinar | Advanced FX Hedging Strategies (and what NOT to do): A case study

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

OIS Discounting: Facing the New Level of Complexity
With many of the world’s financial institutions in the process of migrating to new market standards, questions...
Quantitative Research Paper | Algorithmic Exposure and CVA for Exotic Derivatives
Download this Complimentary Numerix Quantitative Research Paper
In this article, we develop the algorithmic...
On-Demand Webinar | OIS Discounting Impact on Derivatives P&L and Risk Calculations: A Case Study
The demand for OIS discounting has grown significantly since 2007 where companies found it increasingly difficult...
Aaron Brown Review: The Wrong Answer Faster, by Numerix Co-Founder Michael Goodkin
“Any student of the history of quantitative finance, which means anyone interested in how we moved from the...
In Search of the Winning Hedging Strategy: A Look at Different FX Hedging Options
With 94% of the world’s Fortune 500 companies actively utilizing derivatives to hedge FX exposures, Udi Sela, Vice...
CVA changes everything we know about derivatives valuation
Numerix presents “Stress Testing and Hedging CVA” at PRMIA

 
With Credit Valuation Adjustment (CVA) on the...
Food for Thought: Innovative Model Risk Management Theories to Consider in the New Year
We recently looked at several key areas of focus when it comes to effective model risk management in 2012.  In...
Improving Transparency in the US Retail Structured Products Market
Despite certain challenges and changing client expectations, the US retail structured products market is a growing...
2011 Risk Technology Rankings: Numerix tops cross-atured products pricing and CVA risk categories
Risk | December 2011|  By Clive Davidson
The Regulatory Push
Numerix has won first place in the Risk Magazine...

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