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

Slide Presentation | RiskUSA 2012 Algorithmic Exposure for Counterparty Risk and CVA Across All Asset Classes
  Presented at RiskUSA | November 2012
This slide presentation from RiskUSA  in November 2012, presented by ...
On-Demand Webinar | Dissecting the FVA Debate
As driven by regulators in the post-crisis environment, managing counterparty credit risk is paramount to today’s...
Understanding FVA: What’s Changed, What’s Next?
When it comes to complex derivative valuation adjustment computations, market practitioners have primarily been...
On-Demand Webinar | A New Quantitative Approach: Advanced Exposure and CVA for Vanilla and Exotic Instruments
With deadlines for Basel III implementation on the imminent horizon, market practitioners around the globe are...
Quantitative Research Paper | Exposure & CVA for Large Portfolios of Vanilla Swaps: The Thin-Out Optimization
Download this Complimentary Numerix Quantitative Research Paper
In this article we present an efficient...
A New Quantitative Approach: Advanced Exposure and CVA for Exotic and Vanilla Instruments
By now, we all realize that financial practitioners around the globe are facing increasing challenges when it...
gtnews | Case Study: Double No Touch and Other FX Option Strategies for Low Volatility Markets
A Primer on Funding Value Adjustment (FVA)

Numerix Video Blog #2: A Primer on Funding Value Adjustment (FVA)
As more and more banks believe that funding is...
On-Demand Webinar | Double No Touch FX Option Strategies for Low Volatility Markets: A Case Study
Over the last several months, many Foreign Exchange (FX) currency pairs have been trading in narrow ranges....
2012 Structured Products Asia Awards: Technology Innovation
Structured Products | September 2012
Technology Innovation
Numerix announced it was named Technology Innovation...

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