overview

With over 65+ PhDs and 60+ advanced degrees in financial disciplines on staff, our expert quantitative team makes sense of even the most complex term sheets and provides a complete solution—from payoff modeling to curve construction, utilizing the breadth and quality of the Numerix model library. 

By leveraging our advanced models, Numerix financial engineers can structure deals with confidence. Structuring services include designing a payoff or modeling a payoff from a term sheet, setting up the payoff, and building the models and curves, so that they: 

  • Reflect the Term Sheet
  • Utilize Market Best Practices
  • Match Accuracy and Performance Parameters Defined by the Client

Our structuring approach is ‘start-to-finish.’ Numerix financial engineers begin at the term sheet, then create the entire workbook and set-up.

capabilities

Complete Structuring Solution

 

Full-Service structuring begins at designing a payoff or modeling a payoff from a term sheet, setting up payoff, building models, and constructing curves. You get a complete workbook and set up from start to finish.

Best Practices Approach

 

Our financial engineers leverage our market-standard model library along with our experience across more than 700 clients to ensure we employ market best practices throughout the structuring process.

Even the Most Complex Term Sheets

 

Because we began our company specializing in complex exotics, Numerix financial engineers are versed in advanced modeling techniques and exotic products, and can tackle even the most complex term sheets.

 

Benefits & Features

 

  • Leverage Deep Capital Market Experience
    Numerix financial engineers bring expertise across the capital markets to guide you toward achieving model best practices. Our team, with 65+ PhDs and 60+ advanced degrees in financial disciplines, helps you navigate the complexity and ultimately chose the right model input, for the right situation.
  • Helping Our Clients Meet Regulatory Requirements
    Helping our clients to achieve industry best practices enables them to more easily meet evolving regulatory requirements surrounding complex derivatives.
Case studies
Swedbank CrossAsset/Model Validation Case Study
Additional Resources
Press Release
CMA and Numerix Partner to Empower Traders to Structure Complex Products
Press Release
Hana Daetoo Securities Selects Numerix for Derivatives Valuation, Risk and...
Press Release
Numerix Introduces Enhanced Structuring & Integration Capabilities in Numerix...

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