Numerix Counterparty RIsk Research & Insights

Dec 15, 2010
The Exploration of Traditional Methods, Contrasted with Advanced Methodologies Based on Monte-Carlo Methods
With...
Dec 7, 2010
Written By Guest Blogger, Keith Styrcula--Chairman, Structured Products Association
By all measures, the...
Nov 16, 2010
Held in New York City on November 2nd and 3rd, the 16th annual flagship conference—Risk USA 2010—provided up-to-...
Nov 5, 2010
On November 2nd, Numerix hosted a complimentary webinar led by Senior Quantitative Analyst, Olga Us, discussing...
Sep 24, 2010
You know changes are coming. You know they’re going to be big. What do you do while you wait?
And how do you...
Jun 24, 2010

As SIFMA winds down today at the NY Hilton, it’s clear that risk is still at the forefront of everyone’s mind—and...
Apr 27, 2010
Yesterday, attendees at the A-Team Insight Exchange 2010 here in New York were witness to a lively and informative...
Apr 14, 2010
Following up our post on LIBOR Market Models in Numerix, I thought it would be valuable to show how the...
Apr 13, 2010
Continuing our series on the use of advanced models (see The Bates Model), today we address the issue of pricing...
Apr 5, 2010
Risk isn’t just about numbers. It’s also about human nature. Financial institutions must have the courage to...

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