Numerix Counterparty RIsk Research & Insights

Apr 5, 2010
Risk isn’t just about numbers. It’s also about human nature. Financial institutions must have the courage to...
Mar 8, 2010
Recently, we added the Bates stochastic volatility jump-diffusion model to the Numerix CrossAsset model library....
Jun 25, 2009

In this article,we introduce a method for volatility computation from listed prices of American options on a un-...
Jan 1, 2009

In this paper, we develop a series of approximations for a fast analytical pricing of European constant maturity...

Pages