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The insurance industry has utilized risk neutral models for many years to help manage market risks embedded in...
In the risk-neutral world, all investments grow, on average, at the risk-free rate. In reality, risky positions...
Numerix has recently developed a new way for clients to consume the derivative pricing models and numerical...
The US Treasury bond futures are among the most liquid futures contracts in the world. Despite their widespread...
Many derivative practitioners use a Brute Force Monte Carlo approach for counterparty credit exposure calculations...
The derivative markets have changed dramatically since the 2008/2009 financial crisis. Regulatory reform and...
Effective collateral management is becoming increasingly important to derivative practitioners, as more and more...
The G5 currencies (USD, EUR, GBP, JPY and CHF), along with a few others, have well-developed Overnight Index Swap...
Model validation of derivative pricing models has received a burst of renewed interest since the global financial...
Structuring and pricing OTC derivatives can be a tricky task – and things become even more difficult when the...

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