More Numerix Quantitative Research

Nov 4, 2016
In this article, we study the algorithmic calculation of present values greeks for callable exotic instruments....
Nov 30, 2015
In this Cutting Edge research article published in the November 2015 Issue of Risk Magazine, Drs Alexandre Antonov...
Oct 27, 2015
We suggest a new way of setting up multifactor models with hidden variables. We claim that the standard initial...
Sep 17, 2015
In this Cutting Edge research article published in the September 2015 Issue of Risk Magazine, Alexandre Antonov,...
Aug 11, 2015
In this research paper, Dr. Ion Mihai, Quantitative Analyst at Numerix, explores how negative interest rates have...
Feb 12, 2015
In this research paper, Drs. Alexandre Antonov, Serguei Issakov and Serguei Mechkov generalize the American Monte...
Sep 14, 2014
Sep 9, 2014
Download this Complimentary Numerix Quantitative Research Paper
In this research paper, Dr. Serguei Mechkov...
Mar 1, 2014
Download this Complimentary Research Paper, as Published in Risk Magazine
A Risk Collateral Management Cutting...
Nov 1, 2013
Download this Complimentary Numerix Quantitative Research PAPER
In this research paper by the Numerix Quantitative...

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