Featured Research

On-Demand Webinar
Risk.net On-Demand Webinar | XVAs and Counterparty Credit Risk for an Energy Market in Crisis

In November 2022, Risk.net hosted a panel discussion with five industry experts where they discussed the...

Register for On-Demand Webinar SHARE
Newsletter Issue – Jan 17, 2023
Thinking Derivatively – January 2023 Newsletter

In this Issue | Leveraging Emerging Tech, Applying XVAs in Energy Markets, Turbocharging Greek Calculations

Read More SHARE
White Paper
White paper | Using Emerging Technologies to Improve the Risk Management Function

In this white paper, Numerix expert shares the technology themes and insights discussed by a keynote panel of risk...

Download Paper SHARE
Journal Issue
Numerix Journal Vol. 8, No. 1

The Vol 8. No. 1 issue of the Numerix Journal presents some of Numerix's recent quantitative research and...

Request Journal Issue SHARE
Newsletter Issue – Dec 13, 2022
Thinking Derivatively – December 2022 Newsletter

In this Issue | LIBOR Transition Challenges, Building Apps, Using Asset Projection Tools

Read More SHARE
Machine Learning for Market Data Anomaly Detection & Gap Filling
On-Demand Webinar
Machine Learning for Market Data Anomaly Detection & Gap Filling

Presenters share how Machine Learning can be utilized to improve the quality of historical data for market risk...

Register for On-Demand Webinar SHARE
White Paper
White paper | The LIBOR Transition Story Is Not Yet Over: Our Experts Reflect on 5 of the Remaining Core Issues...

In this white paper, two Numerix experts share what they believe are some of the most significant themes and...

Download Paper SHARE
Turbo-charging XVA Greek Calculations
On-Demand Webinar
On-Demand Solution Webinar | Turbo-charging XVA Greek Calculations

NUMERIX ON-DEMAND SOLUTION WEBINAR Turbo-charging XVA Greek Calculations NUMERIX ON-DEMAND...

Register for Webinar SHARE
Newsletter Issue – Nov 14, 2022
Thinking Derivatively – November 2022 Newsletter

In this Issue | Analyzing Global Usage of XVAs, Modernizing Risk Management Technology, Award Win

Read More SHARE

Numerix Pricing & Valuation Research & Inisights

On-Demand Webinar | Quantitative R&D Innovations Update
Quantitative R&D Innovations Update




JOIN NUMERIX WEBINAR ON-DEMAND




Why Attend?
Discover the latest...
Thinking Derivatively – February 2021 Newsletter





  FEBRUARY 2021 NEWSLETTER




In the world of quantitative finance, quant research & development help...
On-Demand Webinar | Neural Networks with Asymptotics Control
Neural Networks with Asymptotics Control




JOIN NUMERIX WEBINAR




Why Attend?
In this webinar you will learn...
Risk Magazine Cutting Edge Article | Machine Learning: Deep Asymptotics
Machine Learning: Deep Asymptotics
Artificial neural networks have recently been proposed as accurate and fast...
Risk Magazine Cutting Edge Article | Multi-curve Cheyette-style models with lower bounds on tenor basis spreads
Multi-curve Cheyette-style models with lower bounds on tenor basis spreads
This article presents a general multi-...
Thinking Derivatively – January 2021 Newsletter





  january 2021 NEWSLETTER




Happy New Year! Finally, the difficult and unpredictable 2020 has come...
Risk.net On-Demand Webinar | LIBOR Telethon: Derivatives, Trading and Liquidity
LIBOR Telethon: Derivatives, Trading and Liquidity




JOIN NUMERIX FOR AN ON-DEMAND WEBINAR




Why Attend?...
Thinking Derivatively – December 2020 Newsletter





  DECEMBER 2020 NEWSLETTER




It’s a Very Merry 25 Days of Content!
2020 has been a challenging year for...
Asia Risk On-Demand Webinar | The Impact of New Alternative Reference Rates on ​Curve Instruments and Curve Modelling
The Impact of New Alternative Reference Rates on ​Curve Instruments and Curve Modelling
In November 2020 Numerix...
Leading Numerix Through the Pandemic: Taking Action that Makes a Difference

In March of 2020, Numerix, the fintech firm I run, literally transformed overnight. In the span of a day or two,...

Pages