Monte Carlo simulation
Fast gammas for Bermudan swaptions
Fast gammas for Bermudan swaptions
SABR spreads its wings
SABR spreads its wings
What tomorrow's hardware means for today's risk systems
The case for dynamic efficiency
Rational shapes of local volatility
Rational shapes of local volatility
Cutting edge: Hedging price and volumetric risks of fixed-price load-serving contracts in natural gas markets
Cutting edge: Hedging price and volumetric risks of fixed-price load-serving contracts in natural gas markets
Adjoint Greeks made easy
Adjoint Greeks made easy
Technology innovation: Numerix
Structured Products Asia Awards 2012
Adjoint Greeks made easy
Adjoint Greeks made easy
Adjusting value-at-risk for market liquidity
Adjusting value-at-risk for market liquidity
Cutting CVA's complexity
Cutting CVA's complexity
Banks look to cut corners on CVA computation
Cutting CVA corners
Analytical risk contributions for non-linear portfolios
Analytical risk contributions for non-linear portfolios
Analytical risk contributions for non-linear portfolios
Analytical risk contributions for non-linear portfolios