Numerix

Numerix Enhances CrossAsset Platform with Advanced Capabilities Numerix is pleased to announce significant enhancements to its award-winning CrossAsset platform, designed with the evolving needs of capital market professionals in mind. • Enhanced Credit Modeling: We've expanded the credit CIR model to include Merton and Kou jumps, integrating the jump-diffusion model in the credit space for the first time.  • Intraday Commodity Options Pricing Support: The CrossAsset team has introduced intraday pricing for commodity American options, an exciting advancement of Numerix's pricing capabilities.  • Transparency for IBOR Fallback Calculations: This sought-after feature displays calculation details for IBOR fallback rate calculations, providing increased transparency and allowing users to perform manual validation. These enhancements represent Numerix's ongoing commitment to delivering cutting-edge solutions that support financial institutions in navigating today's complex risk landscape. To learn more, please read the full press release: https://lnkd.in/gvSsBYPf #Numerix #CrossAsset #CapitalMarkets #RiskManagement #FinancialTechnology 

New Episode Alert! Ready to see how AI could be rewriting the rules of finance? Álvaro Cartea of the Oxford-Man Institute of Quantitative Finance, University of Oxford breaks down how cutting-edge AI is uncovering hidden market patterns, customizing trading strategies, and even raising questions about algorithmic collusion. What does this mean for the future of finance? Tune in for insights you can’t afford to miss!   🎧 Listen Now: https://lnkd.in/gTJHFD-x #AI #ArtificialIntelligence #TradingTomorrow #CapitalMarkets #FinTech #Numerix #FinanceRevolution #MarketTrends #AlvaroCartea #OxfordManInstitute #QuantitativeFinance 

As we approach 2025, the Commercial Mortgage-Backed Securities (CMBS) market is experiencing a resurgence in activity. Our blog gives highlights of the current CMBS market, based on takeaways from the recent ABS East structured finance event. https://lnkd.in/eY2XNRBb #mbs #abs #abseast #cmbs #mortgages #structuredfinance

The classical bump-and-reprice approach to calculating Greeks can present major challenges, particularly when dealing with complex models. Algorithmic Differentiation (AD) may be a more stable and efficient alternative. Join our webinar to explore the modeling framework for AD, including how it addresses technical challenges, and discover the benefits of AD Greeks. Register here: https://lnkd.in/gFr2p7bU #modeling #modelingcomplexity #algorithmicdifferentiation #greeks 

Numerix achieved multiple ranking positions and award wins in the 2024 Chartis Research STORM report, which celebrates innovation in financial technology. Below is an overview of these rankings. Download the full report here:  https://lnkd.in/gNmzxDAb • QuantTech50: Ranked #2, and received nine awards across computation, innovation and solution categories   • InsuranceAnalytics50: Ranked #3, and received an award for Structured Products/ Variable Annuities     • BuysideRisk50: Ranked #5, and received three awards across innovation and solution categories #Numerix #ChartisResearch #FinTechInnovation #QuantTech50 #BuysideRisk50 #InsuranceAnalytics50 #TechAwards #RiskManagement #FinancialTechnology #TechRankings #InnovationAwards

Equity volatility (“vol”) surfaces are crucial for option trading and risk management. In our on-demand webinar, Dr. Ping Sun of Numerix reveals key aspects of equity volatility surface generation and explores practical issues and considerations. Watch it here: https://lnkd.in/gr7EuJjf #equities #volatility #volsurfaces #trading #risk

Want access to the latest insights in OTC trading and finance, delivered right to your inbox? Subscribe to the Numerix monthly newsletter. https://lnkd.in/gAemqi5q #Finance #Newsletter #FinancialInsights #IndustryTrends #Subscribe #Numerix

New Episode Alert!    You have probably heard that AI could be transforming trading, but what innovations can you expect to see next? Discover how iVest Plus leverages AI to boost trading strategies and decision-making in this episode of Trading Tomorrow – Navigating Trends in Capital Markets.    In part 2 of this insightful conversation, James Jockle continues the conversation with Rance Masheck and Christopher Mercer of iVest+, diving into success stories, future trends, and powerful AI tools reshaping the market. Don’t miss it!    🎧 Listen Now: https://lnkd.in/gCAgtuDm   #CapitalMarkets #FinTech #TradingTomorrow #Numerix #AIinFinance 

Zero-day-to-expiry (0DTE) options have become a significant and controversial part of the derivatives market – especially as their trading volumes have surged over the past couple years. This Numerix-sponsored whitepaper offers exclusive insights on the pricing and risk nuances of zero-day options. https://lnkd.in/gKzRXvwh #0DTE #options #pricing #risk #derivatives #trading

AI is transforming the financial industry. Finpilot, dubbed 'ChatGPT for financial questions,' is helping experts unlock insights from unstructured data. In this podcast, CEO Lakshay Chauhan dives into the future of AI in finance and the potential implications. https://lnkd.in/gba-FgZE  #AI #FinTech #Innovation