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

OIS Discounting and OTC Derivatives: Demystifying the Confusion
Market participants are seeking a deeper understanding when it comes to the potential impact of moving to OIS...
Modeling Wrong Way Risk in CVA for Traders and Risk Managers
With traders and risk managers still facing many challenges and unanswered questions when it comes to Basel III...
Modeling Wrong Way Risk in CVA for Quantitative Analysts
As market participants continue to evolve their trading and risk management practices, improving the ability to...
Capturing Stochastic Volatility: Key to Trading Inflation Derivatives
In the past few years, the markets have witnessed a deepening of liquidity in the inflation derivative markets...
“Real-time” Trading and Risk Demands Drive Cloud Innovation for Complex Derivatives
Mounting regulatory compliance pressures, compounded with unprecedented market volatility and counterparty risk...
Advanced Valuation and Risk Modeling for COE- Structured Notes for the Brazilian Market
On August 23rd, Numerix hosted a complimentary webinar where the key takeaway from this webinar was: As the...
Slide Presentation | Efficient analytic price approximation for American Options: Discrete time-dependent parameters
Presented At Modeling High Frequency Data in Finance III Conference at Stevens Institute of Technology
Dr. Yuriy...
Slide Presentation | 2011 Risk and CVA for Exotic Derivatives: The Universal Modeling
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Presented at Quant Congress USA | July 2011
At the 9th annual Quant Congress...
Improving Risk Management and Transparency for Structured Products
Partners Microsoft, Numerix and Thomson Reuters teamed up for an engaging panel discussion about how organizations...
Instrument Valuation Management Is a Concern, Says Xenomorph...
Our partner, Xenomorph, last week released an interesting white paper entitled: “Instrument Valuation Management:...

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