Considering Stochastic Mortality in Pricing Variable Annuities: Applications of the Lee Carter Model
This research paper, written by Chao Liang, FSA and Numerix Insurance Product Specialist, examines how the Lee Carter Model can be beneficial when pricing variable annuities.
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 financial market experts. Download our new white paper to learn the themes that emerged from this insightful discussion.
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 the risks, opportunities and outlook for the structured credit markets in 2024.
Attracting, Retaining and Engaging the Gen Z Workforce
In this episode, host Jim Jockle is joined by Bruce Martin, the CEO of Tax Systems, and Keryn Koch, the Chief HR Officer for Numerix, to discuss how to attract and retain the newest addition to the workforce, Gen Z.
These 2023 Themes Will Continue to Dominate in 2024
As the new year started, there was talk at Numerix about particular industry topics that dominated in 2023 that are expected to continue being of significant focus in 2024. So, we took a look back at the best stories we published last year on these same subjects and believe they are worth sharing with you again. Why? We think this collection paints a picture of some of the key areas where industry thinking will continue to be heading this year.
Exploring 3 Major Challenges of the SOFR Transition
Trading of 0DTE options is surging in popularity, offering investors low transaction costs and a strong liquidity profile, among other attractive benefits. But, because 0DTE options have a rapid lifecycle, they do create special considerations. In our blog, we discuss how access to real-time option pricing and precise risk analysis can help you maximize success with these investments.
A New Chapter in Financial Modeling: Numerix’s PolyPaths Update Leaves LIBOR Behind
A New Chapter in Financial Modeling: Numerix’s PolyPaths Update Leaves LIBOR Behind
FINCAD Analytics Suite: Real-Time Pricing & Risk of 0DTE Options
Learn about the unique risk characteristics of 0DTE options, and how to use FINCAD Analytics Suite for Excel to accurately price these options and assess the related market risks.
Unraveling the Intricacies of Data and Capital Markets with Scott Fitzpatrick
Dive into the intricate world of capital markets data in this episode.