In this inaugural issue of the Numerix Journal we address challenges to multi-curve discounting, the Numerix approach to FVA, benchmark the American Monte Carlo approach, and present new thinking on model validation automation.                    

The Numerix Journal is a periodic publication of research papers, articles, and shorter pieces on quantitative finance and financial software. The goal of the Journal is to serve as a forum for the introduction of new research, modeling methodologies, and presentation of performance and benchmark studies.


TABLE OF CONTENTS

NOTE

Foreword from our CEO

ARTICLES

Dilemmas in the Multiple-Curve Approach

Funding Valuation Adjustment for General

Financial Instruments: Theory and Practice

Primer: Curve Stripping with Full Collateralization

American Monte Carlo: Simulation Technology for Accuracy and Performance

Numerix Model Validation Testing

CrossAsset Server Product Review
 

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product collateral

Numerix Oneview Enterprise Platform

solutions

Fund Services Solutions

industry conference

CBOE 2017 - 33rd Annual Risk Management Conference

newsletter issue - Feb 9, 2017

Derivative Insights & Innovations - February 2017 Issue

product

Oneview Asset Management: The Multi-Asset Platform for Real Time Portfolio and Risk Management

written blog

2017 Briefing: What You Need to Know for the Year Ahead in Capital Markets

newsletter issue - Jan 12, 2017

Derivative Insights & Innovations - January 2017 Issue

journal issue

Numerix Journal Vol. 3, No. 2

industry conference

Risk Year in Review Presented by Numerix | New York, NY Dec. 7th

conference presentation

Real-World Scenarios for Equity and Foreign Exchange Processes

news - article pdf - Nov 29, 2016

CV Magazine | Delivering Enterprise Analytics Solutions

news - article pdf - Nov 28, 2016

Numerix Cover Story: Delivering Enterprise Analytics Solutions