Numerix Pricing & Valuation Research & Inisights

Structured Products  | May 2012
Numerix wins Technology Innovation of the Year
This is the sixth consecutive year...
Given the extreme market volatility since the 2008 crisis, and the huge impact it can have on a multinational...

Since the 2008 crisis, unprecedented levels of market volatility - specifically in the foreign exchange...

With many of the world’s financial institutions in the process of migrating to new market standards, questions...
Download this Complimentary Numerix Quantitative Research Paper
In this article, we develop the algorithmic...
The demand for OIS discounting has grown significantly since 2007 where companies found it increasingly difficult...
“Any student of the history of quantitative finance, which means anyone interested in how we moved from the...
With 94% of the world’s Fortune 500 companies actively utilizing derivatives to hedge FX exposures, Udi Sela, Vice...
Numerix presents “Stress Testing and Hedging CVA” at PRMIA

 
With Credit Valuation Adjustment (CVA) on the...
We recently looked at several key areas of focus when it comes to effective model risk management in 2012.  In...

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