Numerix Counterparty RIsk Research & Insights

The Exploration of Traditional Methods, Contrasted with Advanced Methodologies Based on Monte-Carlo Methods
With...
Written By Guest Blogger, Keith Styrcula--Chairman, Structured Products Association
By all measures, the...
Held in New York City on November 2nd and 3rd, the 16th annual flagship conference—Risk USA 2010—provided up-to-...
On November 2nd, Numerix hosted a complimentary webinar led by Senior Quantitative Analyst, Olga Us, discussing...
You know changes are coming. You know they’re going to be big. What do you do while you wait?
And how do you...

As SIFMA winds down today at the NY Hilton, it’s clear that risk is still at the forefront of everyone’s mind—and...
Yesterday, attendees at the A-Team Insight Exchange 2010 here in New York were witness to a lively and informative...
Following up our post on LIBOR Market Models in Numerix, I thought it would be valuable to show how the...
Continuing our series on the use of advanced models (see The Bates Model), today we address the issue of pricing...
Risk isn’t just about numbers. It’s also about human nature. Financial institutions must have the courage to...

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