Featured Research

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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FINCAD Analytics Suite: Quantitative Trading Strategies for Corporate Bonds
On-Demand Webinar
On-Demand Solution Webinar | FINCAD Analytics Suite: Quantitative Trading Strategies for Corporate Bonds

NUMERIX ON-DEMAND SOLUTION WEBINAR FINCAD Analytics Suite: Quantitative Trading Strategies for Corporate Bonds...

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Numerix Pricing & Valuation Research & Inisights

On-Demand Webinar | OIS Discounting Revisited - Swap Pricing in a Centrally Cleared World
The Dodd-Frank Act requires swap dealers and many of their clients to clear eligible Interest Rate Swaps through...
The Futurization of Swaps – Dissecting the Debate

In this video blog, James Jockle, Numerix CMO, and Udi Sela, 20-year FX veteran and Vice President of Client...
The Intersection of Big Data and Risk Management
Risk management is dependent on data. But post crisis, modern risk management in banking poses unique Big Data...
O’Hanlon Assumes CEO Role at Numerix
Waters Sell-Side Technology | February 5, 2013 | By Victor Anderson
Numerix has appointed Steven O’Hanlon as the...
Analyst Report | Derivatives Pricing and Risk Analytics – Industrializing Derivatives Markets
Download this Complimentary Special Report from Celent
In this new report, Cubillas Ding, Research Director at...
John Hull on the FVA Debate and Liquidity Risk in OTC Derivatives

Renowned academic and researcher in the fields of derivatives and risk management, John C. Hull, joins host Jim...
Analysis: The Murky World of Derivatives Pricing
FOW | January 7, 2013 | By Galen Stops
Jim Jockle, Numerix CMO discusses how increased standardization and central...
Numerix Updates Data Infrastructure For Multi-Curve Modeling
Waters Inside Reference Data | January 7, 2013 | By Nicholas Hamilton
Denny Yu of Numerix discusses new multi-...
On-Demand Webinar | Breaking Black: The Hybrid Nature of Investment Guarantees
Advanced variable annuity product designs have furthered the demand for sophisticated modeling techniques, beyond...
Developing cost effective solutions at CCP Level
FTSE Global Markets | November 23, 2012 | By Editors
Jim Jockle, CMO discusses the notion of "to clear, or not to...

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