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.

Read More SHARE
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...

Download Paper SHARE
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...

Download Paper SHARE
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...

Register for Webinar SHARE
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...

Download Paper SHARE
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...

Download Paper SHARE
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...

Register for Webinar SHARE
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...

Request Journal Issue SHARE
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...

Register for On-Demand Webinar SHARE

Numerix Pricing & Valuation Research & Inisights

Buy-Side Technology Sees Numerix as Best Pricing/Valuation Service


Transparency is on everyone’s minds these days, particularly for complex derivatives. At Numerix, we work with a...
Quantitative Research Paper | Decoupled American Option Pricing Method: Computation of Implied Volatilities and Further Applications

In this article,we introduce a method for volatility computation from listed prices of American options on a un-...
Quantitative Research Paper | Analytical Formulas for Pricing CMS Products in the LMM with Stochastic Volatility

In this paper, we develop a series of approximations for a fast analytical pricing of European constant maturity...

Pages