On-Demand Webinar Archive

Initial Margin (IM) has a long history in the exchange-traded derivative markets, as derivative exchanges have...
Quantitative models underlie practically all decision-making in the financial markets, underpinning trading, risk...
With fixed indexed annuity sales hitting record levels, insurers are responding to demand by merging the best...
The New Numerix Customer Support Portal is designed to help Numerix clients as they use our software, explore our...
Insurers have traditionally managed the market risk exposure from Index Annuities through static hedging programs...
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...

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