Tag Archives: NUMERIX
Numerix Introduces a New Algorithmic Method for Calculating Counterparty Exposure and its Application to Complex Risk Measures
20
2012
Numerix, the leading provider of cross-asset analytics for derivatives valuations and risk management today announced the results of its latest quantitative research “Algorithmic Exposure and CVA for Exotic Derivatives” contributed to by Alexander Antonov, SVP of Quantitative Research, Serguei Issakov, …
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Numerix a leading provider of analytics for derivatives and structured products has released its latest version of Numerix CrossAsset. The new release aims to provide innovative model coverage for VIX futures instruments to more accurately price volatility linked derivatives. The …
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