Written Blog – Apr 16, 2024

Using Cloud Computing to Simplify XVA

The capital markets have always been at the forefront of adopting innovative technologies—among these is cloud computing. Cloud usage is surging with capital markets participants because they rely on fast information processing, the analysis of huge...

Featured Blogs

Written Blog – Apr 2, 2024
Numerix & PolyPaths: A Combined Powerhouse in Capital Markets Analytics

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Written Blog – Mar 19, 2024
Top Takeaways from the World’s Largest Structured Finance Event

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Written Blog – Mar 12, 2024
Numerix Podcast: Brand-New Season Now Available

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Written Blog – Mar 4, 2024
Exploring 3 Major Challenges of the SOFR Transition

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Written Blog – Feb 15, 2024
Navigating Real-Time Pricing and Risk of Same-Day Options

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Written Blog – Feb 6, 2024
3 Factors Transforming Mortgage-backed Security (MBS) Investing

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Written Blog – Feb 6, 2024
These 2023 Themes Will Continue to Dominate in 2024

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Written Blog – Jan 18, 2024
Webinar Recap: Using PnL Explain Analytics to Fuel Trading and Risk Decisions

Discover how the PnL Explain analytics in Numerix Oneview can provide you with critical insights that inform on-...

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Written Blog – Jan 4, 2024
Using Cloud Technology to Stay Ahead in Competitive Markets

A market environment characterized by extreme uncertainty, soaring interest rates and record-high inflation means...

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More Blogs from Numerix

Apr 14, 2010
Comparing Market Model Accuracy to the Volatility Smile
Following up our post on LIBOR Market Models in Numerix, I thought it would be valuable to show how the...
Apr 13, 2010
LIBOR Market Models for Smile-Dependent Exotics
Continuing our series on the use of advanced models (see The Bates Model), today we address the issue of pricing...
Apr 5, 2010
The Art and Science of Risk Management for Today's Markets
Risk isn’t just about numbers. It’s also about human nature. Financial institutions must have the courage to...
Mar 8, 2010
Bates Model and Cliquet Pricing in Numerix
Recently, we added the Bates stochastic volatility jump-diffusion model to the Numerix CrossAsset model library....
Dec 8, 2009
Sharing Thoughts on Variable Annuities in the New Era


Last Tuesday at the Harvard Club, we hosted a lively and thoughtful panel discussion on the current state of the...
Dec 1, 2009
Buy-Side Technology Sees Numerix as Best Pricing/Valuation Service


Transparency is on everyone’s minds these days, particularly for complex derivatives. At Numerix, we work with a...
Nov 16, 2009
Variable Annuity Industry Panel

To survive in today’s market, there’s no denying that financial institutions must re-evaluate their valuation and...

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