Numerix Pricing & Valuation Research & Inisights


Watch the Video: Derivatives Funding Dynamics: FVA & The Hidden Cost of Trading
Risk analytics can be a bit...

A recent Risk magazine article titled "Replacement Costs Add to OTC Pricing Upheaval" by Matt Cameron examines...
Most derivative market practitioners now use Overnight Index Swap (OIS) curves for their discounting curves when...
Waters Buy-Side Technology | September 4, 2013 | By Anthony Malakian
Numerix details its new partnership with Sky...
Structured Products | September 2013 
Technology Innovation of the Year
Numerix announced it was named Technology...
Risk-Technology.net | August 7, 2013 | By Sarah Underwood
Numerix has added a universal framework for funding...

While OIS has emerged as the proxy for the risk-free rate and continues to emerge as the new standard for...
Waters Sell-Side Technology | July 31, 2013 | by Timothy Bourgaize Murray
Numerix announces its new FVA framework...
Risk.net | July 26, 2013 | By Laurie Carver
This month’s technical articles feature "SABR spreads its wings" by...
Numerix is proud to join with PRMIA to present the OIS Discounting Master Class Video Series
The series is a...

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