Derivatives Insights & Innovations

In this month's issue:

JUNE 2017 NEWSLETTER VOL V
ISSUE 5

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NEXT 2017

 On-Demand Webinar

PV and XVA Greeks for Callable Exotics: A New Approach to Algorithmic Differentiation

Dr. Alexandre Antonov, SVP of Quantitative Research at Numerix, shared his latest research on a new approach to XVA Greeks for general instruments called the Backward Differentiation (BD) technique. It is performed at the same time as the pricing which leads to a smaller memory consumption and makes the implementation much easier compared with to the standard AD.
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Blogs

SaaS unlocking FRTB

Could SaaS be the Key to Unlocking FRTB Complexity?

Financial industry regulation is intensifying – banks must act now to keep up. Read how Numerix FRTB helps banks embrace cloud technology as they prepare for FRTB today, and build a strategic FRTB program for the future. Read Blog

Capital Markets

Technology’s Challenge to Capital Markets

There is so much innovation going on in fintech firms that by partnering to fully participate in that innovation, banks can “stand out” instead of “fit in” to realize a distinct competitive advantage. Read Blog

 Video Blogs

Bank Technology, FinTechs and the Impact with Greenwich Associates

CMO of Numerix, James Jockle, sits down with Kevin McPartland, Managing Director of Greenwich Associates, to discuss the role the fintech industry is playing in banking. Mr. McPartland gives his insight on how banking technology is impacted by this shift in the financial industry and how banks are investing to accommodate for this new change in the industry. Watch Now

Fintech and bank tech

2017 Global Derivatives Recap with Udi Sela

In this video blog, James Jockle, Chief Marketing Officer at Numerix, sits down with Udi Sela, FX expert and Vice President of the Business Development Group at Numerix to get his insight on the 2017 Global Derivatives Conference in Barcelona. Mr. Sela discusses the hottest topics covered in the industry and his predictions on how these topics will transform the financial space and FX market. Watch Now

global deriv recap

Conference Recap

Global Deriv 2017

Global Derivatives 2017: Algorithmic Differentiation For Callable Exotics: PV & XVA

At the May 2017 Global Derivatives, Trading and Risk Management conference Dr. Alexandre Antonov of Numerix discussed Algorithmic Differentiation for PV greeks, scripting pricing of exotic instruments with the Monte Carlo regression, and the necessity of the regression differentiation for the PV/XVA. View Presentation

 Upcoming Events and Webinars

June 20 | Buy-Side Risk USA 2017, New York

June 21-24 | Risk Management and Trading Conference 2017, Mexico

June 27 | Buy-Side Risk Asia 2017, Hong Kong

October 24-25 | NEXT 2017, New York


For more information about Numerix webinars, please visit our Events page.

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