Featured Research

Quants in the Cloud: Timely and Optimized Pricing and Risk Decisioning
On-Demand Webinar
On-Demand Solution Webinar | Quants in the Cloud: Timely and Optimized Pricing and Risk Decisioning

NUMERIX ON-DEMAND SOLUTION WEBINAR Quants in the Cloud: Timely and Optimized Pricing and Risk Decisioning...

Register for Webinar SHARE
FINCAD Analytics Suite: Real-Time Pricing & Risk of 0DTE Options
On-Demand Webinar
On-Demand Solution Webinar | FINCAD Analytics Suite: Real-Time Pricing & Risk of 0DTE Options

NUMERIX ON-DEMAND SOLUTION WEBINAR FINCAD Analytics Suite: Real-Time Pricing & Risk of 0DTE Options...

Register for Webinar SHARE
On-Demand Webinar
Risk.net On-Demand Webinar | Charting the Course for Structured Credit Markets in 2024

In December 2023, Risk.net gathered a panel of experts to provide insights into the structured mortgage sector and...

Register for On-Demand Webinar SHARE
FINCAD Analytics Suite: Quantitative Trading Strategies for Corporate Bonds
On-Demand Webinar
On-Demand Solution Webinar | FINCAD Analytics Suite: Quantitative Trading Strategies for Corporate Bonds

NUMERIX ON-DEMAND SOLUTION WEBINAR FINCAD Analytics Suite: Quantitative Trading Strategies for Corporate Bonds...

Register for Webinar SHARE
On-Demand Webinar
Risk.net On-Demand Webinar | Tech Revolution: Equipping Institutions For Risk and Regulatory Challenges

In October 2023, Risk.net gathered a panel of experts to discuss the game-changing impact of cloud technology and...

Register for On-Demand Webinar SHARE
FINCAD Analytics Suite: Current Rate Dynamics & RFR Curve-Building
On-Demand Webinar
On-Demand Solution Webinar | FINCAD Analytics Suite: Current Rate Dynamics & RFR Curve-Building

NUMERIX ON-DEMAND SOLUTION WEBINAR FINCAD Analytics Suite: Current Rate Dynamics & RFR Curve-Building...

Register for Webinar SHARE
How APAC Banks Can Leverage FRTB-SA for Effective Market Risk Management
On-Demand Webinar
How APAC Banks Can Leverage FRTB-SA for Effective Market Risk Management

An overview of FRTB-SA and how banks can use it for market risk management, including day-to-day risk monitoring,...

Register SHARE
NxCore for XVA: An Advanced XVA Engine & Quant Sandbox
On-Demand Webinar
On-Demand Solution Webinar | NxCore for XVA: An Advanced XVA Engine & Quant Sandbox

NUMERIX ON-DEMAND SOLUTION WEBINAR NxCore for XVA: An Advanced XVA Engine & Quant Sandbox...

Register for Webinar SHARE
On-Demand Webinar
Risk.net On-Demand Webinar | XVA Dynamics from a Buy-Side Perspective: The Latest Strategies and Insights

In October 2023, Risk.net gathered a panel of experts to discuss key aspects of XVA from a buy-side perspective,...

Register for On-Demand Webinar SHARE

On-Demand Webinar Archive

On-Demand Webinar | FIA Market Trends & Modeling Challenges: A CEB TowerGroup & Numerix Co-Presentation
As the US population ages and private pensions dwindle, insurance retirement products like annuities have become...
Real World Algorithmic Exposure: An Innovative New Approach for Nested Simulations
On-Demand Webinar | 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...
On-Demand Webinar | The Fundamentals of Basel III Bank Capital Regulations
Extensions and revisions of bank capital requirements under Basel III have given rise to increased interest in...
On-Demand Webinar | 7 Common Mistakes to Avoid in Enterprise Analytics Infrastructure: A Blueprint for Building a “Risk 2.0” Approach to Enterprise Risk Analytics
As internal stakeholders and regulators of financial institutions continue to demand faster and better risk...
On-Demand Webinar | A Primer on Contingent Convertibles (CoCos): The New Kid in the Hybrid Bond Neighborhood
Hybrid securities are not new; in fact, some of them, such as convertible bonds, have their origin going back more...
Numerix Master Class Collection : OTC Derivatives Virtual Education Series
Numerix is proud to present this Master Class Collection of Educational Virtual Seminars
The series is a...
On-Demand Webinar | Nested Stochastic Simulations: Bridging Risk & Pricing Models
Nested stochastic simulations – where one stochastic process is affected by other variables that also have...
On-Demand Webinar | Challenges & Opportunities in Dealing with Model Risk: A Panel Discussion with Greenwich Associates & Numerix
The events of 2008 brought to light the complexity that can exist within financial models, and demonstrated why...
On-Demand Webinar | The Free Boundary SABR: Natural Extension to Negative Rates
In the current low interest rate environment, especially in Japan and Europe where some deposit rates are below...
On-Demand Webinar | Vega Maps: New Methods for Quantifying Vega Risk of VAs & FIAs
Equity-based insurance guarantees such as variable annuities (VAs) and fixed indexed annuities (FIAs) can be very...

Pages