Windows HPC Server: Numerix CrossAsset XL & Numerix Portfolio
These two joint performance benchmark reports from Numerix and Microsoft detail how a high-performance computing (HPC) solution enables financial services professionals to more efficiently manage their portfolios and assess risk on an interactive and day-to-day basis.
Specifically, the whitepaper presents benchmark and performance test results for typical derivative portfolio use cases. Test results showed that portfolio calculation speed increased almost linearly as more compute nodes were added to a HPC cluster.
Thinking Derivatively – February 2021 Newsletter
Machine Learning: Deep Asymptotics
Multi-curve Cheyette-style models with lower bounds on tenor basis spreads
Thinking Derivatively – January 2021 Newsletter
Thinking Derivatively – December 2020 Newsletter
Build Capital Market Apps Faster than Ever
Numerix Beyond the Pandemic:
NEXT 2020 Sessions On-Demand
Thinking Derivatively – November 2020 Newsletter
Aite: The State of Capital Markets Post-Pandemic: Major Paradigm Shifts
Thinking Derivatively – October 2020 Newsletter
Risk Live 2020