Numerix Pricing & Valuation Research & Inisights

We suggest a new way of setting up multifactor models with hidden variables. We claim that the standard initial...
RISK EXECUTIVE SERIES

James J. Jockle, Chief Marketing Officer at Numerix, discusses the latest requirements and...
Solvency II is a transformative regulation for the European insurance industry, as it harmonizes the regulatory...
As the US population ages and private pensions dwindle, insurance retirement products like annuities have become...
Structured Products | September 2015 
Technology Vendor of the Year
Under the low-rate, low volatility environment...
Real World Algorithmic Exposure: An Innovative New Approach for Nested Simulations
The computation of counterparty credit exposures such as Potential Future Exposure (PFE), as well as Economic...
In this Cutting Edge research article published in the September 2015 Issue of Risk Magazine, Alexandre Antonov,...

In this exclusive interview, held at the most recent FTF Awards ceremony in New York City, Numerix CEO and...
Risk.net | September 10, 2015 | By Nazneen Sherif
Cutting Edge Introduction: Sticky SABR
The September issue of...

Pages