Featured Research

Live Webinar
Live Webinar | Derivative Insider Webinar Series: Cautionary Insights on Software Development

In this webinar we discuss some troubling trends observed in software development, and how firms can address them...

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Live Webinar – Jun 30, 2022
Risk.net Live Webinar - The Final Stretch: Outstanding Issues in Non-linear RFR Derivatives

In this webinar, Numerix and Risk.net examine how the market is adapting to SOFR swaptions, the products best...

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On-Demand Webinar
On-demand Webinar | モデル・リスク管理：グローバルベストプラクティスと国内における潮流 (Model Risk Management - global best practices and local...

The objective of this webinar is to share with representatives from financial institutions in the Japanese market...

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Newsletter Issue – Jun 8, 2022
Thinking Derivatively – June 2022 Newsletter

In this Issue | Non-Linear RFR Derivatives, Current XVA Usage in Latin America

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News - Article PDF – Jun 1, 2022
Numerix - Data and Analytics Vendor of the Year : GlobalCapital’s Americas Derivatives Awards 2020

Numerix has retained its crown for a second year running, with 2019 seeing it win 31 new clients, an 87% rise in...

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News - Article PDF – Jun 1, 2022
Numerix Wins Best Implementation at a Sell-Side Firm : WatersTechnology Sell-Side Technology Awards 2022

Thanks to the quality, reliability, scalability and flexibility of Numerix’s flagship OneView platform, and the...

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On-Demand Webinar
LIBOR Transition Update: RFR Adoption So Far, & How Numerix Analytics Can Help

NUMERIX ON_DEMAND SOLUTION WEBINAR LIBOR Transition Update: RFR Adoption So Far, & How Numerix Analytics Can...

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White Paper
White paper | The State of XVA Usage in Latin America – A 2022 Update

This is an update to a paper we published in August of 2020 on the state of XVA usage in Latin America, which...

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White Paper
White paper | Decrypting Crypto: Explaining the Market and Understanding the Requirements for Successful...

This whitepaper takes an institutional perspective in examining the multiple dynamics of the cryptocurrency sector...

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Numerix Pricing & Valuation Research & Inisights

LIBOR Market Models for Smile-Dependent Exotics
Continuing our series on the use of advanced models (see The Bates Model), today we address the issue of pricing...
Bates Model and Cliquet Pricing in Numerix
Recently, we added the Bates stochastic volatility jump-diffusion model to the Numerix CrossAsset model library....
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...

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