Featured Research

Newsletter Issue – Apr 24, 2024
Thinking Derivatively – April 2024 Newsletter

In this Issue | XVA and the Buy Side, Quants Using Cloud, The Role of AI in Finance.

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White Paper
White paper | Mastering XVA Dynamics from the Buy Side

In a Risk.net webinar sponsored by Numerix, three experts discussed key aspects of XVA from a buy-side standpoint...

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White Paper
White paper | Zero-Day Options: Unique Market Dynamics and Risk Considerations

To explore the pricing and risk nuances of zero-day options, Risk.net held a webinar featuring a panel of...

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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...

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White Paper
White paper | Structured Credit: The Outlook for 2024

This paper is derived from a Risk.net webinar sponsored by Numerix, where a panel of industry experts discussed...

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White Paper
White paper | If More Convincing Is Needed, Here Are 4 Essential Reasons to Make More Use of the Cloud

In this paper, Numerix’s Head of Market Risk and Counterparty Credit Risk Analytics, Mayank Nanda, outlines his...

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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...

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Journal Issue
Numerix Journal Vol. 9, No. 1

The Vol 9. No. 1 issue of the Numerix Journal presents some of Numerix's recent quantitative research and...

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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...

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Numerix Pricing & Valuation Research & Inisights

Derivatives Funding Dynamics: FVA & The Hidden Cost of Trading

Watch the Video: Derivatives Funding Dynamics: FVA & The Hidden Cost of Trading
Risk analytics can be a bit...
Managing the Valuation Adjustments Challenge

A recent Risk magazine article titled "Replacement Costs Add to OTC Pricing Upheaval" by Matt Cameron examines...
On-Demand Webinar | Advanced OIS Curve Building Approaches: Improving Accuracy at the Short End of the Curve
Most derivative market practitioners now use Overnight Index Swap (OIS) curves for their discounting curves when...
Sky Road Teams with Numerix for Risk Analytics
Waters Buy-Side Technology | September 4, 2013 | By Anthony Malakian
Numerix details its new partnership with Sky...
2013 Structured Products Asia Awards: Technology Innovation of the Year
Structured Products | September 2013 
Technology Innovation of the Year
Numerix announced it was named Technology...
Numerix Offers Early Solution for Funding Value Adjustment
Risk-Technology.net | August 7, 2013 | By Sarah Underwood
Numerix has added a universal framework for funding...
Numerix Integrates FVA Framework
Waters Sell-Side Technology | July 31, 2013 | by Timothy Bourgaize Murray
Numerix announces its new FVA framework...
Cutting Edge Introduction: Accuracy or speed?
Risk.net | July 26, 2013 | By Laurie Carver
This month’s technical articles feature "SABR spreads its wings" by...
PRMIA Master Class Series on OIS Discounting
Numerix is proud to join with PRMIA to present the OIS Discounting Master Class Video Series
The series is a...
Comprehensive Risk Management of OTC Derivatives: A Tricky Endeavor
The Dodd-Frank rules implemented earlier this month have left Wall Street participants once again abuzz regarding...

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