Quantitative R&D Innovations Update

In this new research quantitative experts overcome this significant limitation and develop a new type of neural networks that incorporate large-value asymptotics, when known, allowing explicit control over extrapolation.

Why Attend?

Discover the latest quantitative research and development that is driving new technologies for trading and risk innovation at Numerix. Learn about industry trends in quant research and connect with the Numerix QRD team.


In fall of 2020, Numerix hosted the NEXT Virtual World Tour. This annual user conference is an exclusive opportunity for Numerix clients to network, explore new technologies, exchange ideas, and to learn more about the innovative advances behind Numerix software.

One of the most watched sessions of the event was the Numerix Quantitative Research & Development Roundtable Discussion. In this 30-minute discussion Dr. Serguei Issakov, SVP, Global Head of Quantitative Research and Development leads the team in providing a big picture perspective of QRD’s major accomplishments over the past year. Featuring numerous in-depth quantitative papers on models, methods, and best practices from the leading quantitative minds at Numerix, this session is a must see.

The session will offer insights and commentary across several areas including:

  • Fast AD (Algorithmic Differentiation) XVA Greeks
  • MVA for non-cleared derivatives based on SIMM margin rules
  • Tenor Basis models
  • Commodity Andersen model
  • New Arbitrage-Free Equity Volatility Surface
  • Focus on Jacobian Greeks
  • Forthcoming QRD Focus

Featured Speakers


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