May 9, 2011

Instrument Valuation Management Is a Concern, Says Xenomorph...

Our partner, Xenomorph, last week released an interesting white paper entitled: “Instrument Valuation Management: management of derivative and fixed income valuations in a multi-asset, multi-model, multi-datasource and multi-timeframe environment”. The paper describes how, despite the increasing importance of instrument valuation to investment, trading and risk management decisions--valuation management is not yet formally and fully addressed within data management strategies and remains a big concern for many financial institutions.

You can download a copy of the paper from the following link: www.xenomorph.com/downloads/whitepapers/instrument-valuation-management/.

This paper is a follow-up to an earlier one on the management of the complex datasets that feed pricing models, such as those by Numerix, called: “Rates, Curves and Surfaces – Golden Copy Management of Complex Datasets”. This earlier paper is concerned with how the management of “model” data, such as curves and volatility surfaces sometimes falls between the gaps between reference data and market data management solutions.

The rates and curves paper can be found at: www.xenomorph.com/downloads/whitepapers/rates-curves-surfaces/.

Blog Post - Sep 27, 2011

Capturing Stochastic Volatility: Key to Trading Inflation Derivatives

Need Assistance?

Want More From Numerix? Subscribe to our mailing list to stay current on what we're doing and thinking

Want More from Numerix?

Subscribe to our mailing list to stay current on what we're doing and thinking at Numerix

wf      
     
Subscribe Today!