The Vol 9. No. 1 issue of the Numerix Journal presents some of Numerix's recent quantitative research and development achievements. Many of these achievements have been implemented as new functionality in our products. With the ongoing R&D effort at Numerix, this collection of papers showcases the quality of the research on various topics of interest in the field. Readers get an update on the latest progress in the theoretical research and product enhancements at Numerix.

The Numerix Journal is a periodic publication of research papers, articles, and shorter pieces on quantitative finance and financial software. The goal of the Journal is to serve as a forum for the introduction of new research, modeling methodologies, and presentation of performance and benchmark studies.


Editor's Note


Recovering Greeks from Sensitivities

Analytic Greeks for Vanilla Instruments in Gaussian Hybrid Models

SVI Volatility Surface


Pythonic Pricing

PolyPaths - the New Acquisition of the Market Leader in Fixed Income

Market Data Management With NxDM


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