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

The Fundamentals of OIS Curve Construction - Where to Start

In this video blog Numerix CMO, Jim Jockle speaks with Olga Us, Senior Quantitative Analyst about her recent...
Lack of local currency OIS markets problematic for Asia banks
Risk.net | June 26, 2013 | By Clive Davidson
Anna Barbashova of Numerix discusses the impact of OIS pricing and...
2013 Sell-Side Technology Awards: Best Overall Sell-Side Product of the Year
Waters Sell-Side Technology | June 2013 
Best Overall Sell-Side Product of the Year
Numerix announced it has won...
2013 Sell-Side Technology Awards: Best Sell-Side Credit Risk Product of the Year
Waters Sell-Side Technology | June 2013
Best Credit Risk Product of the Year
Numerix announced it has won the...
2013 Waters Technology Rankings: Best Risk Analytics Provider
Waters Technology | June 2013
Best Risk Analytics Provider
Numerix won for its latest innovation – the Numerix...
2013 Waters Technology Rankings: Best Credit Risk Solution Provider
Waters Technology | June 2013
Best Credit Risk Solution Provider
Numerix won for its latest innovation – the...
White Paper | Risk Neutral Modeling for Economic Scenario Generation: In Theory and Practice

In this white paper, Numerix VP and Insurance Product Manager Ghali Boukfaoui, explores the theory behind and...
Calls for simplified pricing
IFR | June 1, 2013 | By Christopher Whittall
Numerix discusses the rise of FVA and the impact of funding risk on...
Numerix, Quartet FS Partner for Risk-Analysis System
American Bankers | May 14, 2013 | By Chris Cumming
Analytics firms Numerix and Quartet FS are joining forces to...
Slide Presentation | Global Derivatives 2013 - FVA for General Instruments: Theory and Practice
Presented at Global Derivatives Trading and Risk Management | April 2013
This presentation entitled FVA for...

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