Numerix
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Locality: New York, New York
Address: 99 Park Avenue New York, NY, US
Website: www.numerix.com
Likes: 109
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Meet my colleague Dr. Alexandre Antonov, 2016 Risk Magazine Quant of the Year. Learn about his research and his background in our interactive info graphic: http://bit.ly/meetantonov
Join us on Wednesday, November 19th at 10am HKT / 11am JST as featured speaker Dr. David Eliezer, Head of Model Validation at Numerix, discusses how practitioners can utilize a variety of automated model tests to uncover and then fix problems with their models, using several case studies to illustrate examples of the tests. Register: http://bit.ly/1xRSoyW
December's Derivatives Insights and Innovations is Out! http://bit.ly/18bIhN6 | In this Issue: Reconsidering Risk Models, Building Proxy OIS Curves for Illiquid Markets, The Link Between FVA and Trade Profitability, Risk Neutral Modeling for ESG
Are you a Numerix user? Join the Numerix User Group on LinkedIn! Get exclusive content, learn best practices, and collaborate with fellow users. Join Today: http://linkd.in/19c3rGE
Join Numerix & Inside Reference Data on 11/13 at 10am EST for Pricing: The Meaning & Impact of Transparency speakers include Satyam Kancharla, SVP of Client Services Register: http://bit.ly/1cn50nb
How do #fed mtg dates affect the short end of the #OIS Curve? Learn More | On-Demand #Webinar http://ow.ly/p09B2 #otcderivatives #FOMC
Numerix is excited to announce the launch of our Numerix User Group on LinkedIn. Are you a Numerix User? Join us for exclusive content, collaboration with fellow users, and best practice tutorials that make your use of Numerix solutions easier and more effective. Follow the Link to Join: http://linkd.in/15BaJov
The September Derivative Insights & Innovations Newsletter is out! In This Issue: Model Risk Best Practices, #FVA for OTC Derivatives, and Managing #Mortality Risk in VAs http://ow.ly/oAH6L @tompdavis @UdiSela
What is the relationship between OIS and FVA? How do these two concepts align in evaluating the true cost of funding for OTC derivatives? Join Dr. Tom Davis on 6/19 as he breaks down the fundamentals of OIS discounting and Funding Value Adjustment for OTC derivatives and delves into the relationship between the two concepts. http://ow.ly/lXZKb
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