TOP NEWS
Model Validation: The 'Holy Grail' for Risk Mitigation?
The Impact of OIS Discounting on the Pricing of Non-Linear Interest Rate Structures
OTC Derivatives Valuation: Multiple Pricing Curves
The Impact of OIS Discounting on the Pricing of Non-Linear Interest Rate Structures
OTC Derivatives Valuation: Multiple Pricing Curves
Pricing & Hedging OIS: Two Possible Approaches
OIS Discounting: Complexity of Curve Construction
Today's FX Hedging Challenges: A TabbFORUM Video
Capturing Stochastic Volatility: Trading Inflation Derivatives
Advanced Valuation and Risk Modeling for COE- Structured Notes for the Brazilian Market
Advanced Valuation Methodologies for CLOs
FX-Fixed Income Hybrids: Practical Pricing Issues
LIBOR Market Models for Smile-Dependent Exotics
Market Model Accuracy and the Volatility Smile
ARTICLES AND WHITEPAPERS
• Avoiding Collateral Surprises: Managing Multi-Currency CSAs
• Hedging FX Exposures: Which Strategy is Right for Your Business?
• Collateral Discounting: Rethinking the Interest Rate Pricing Framework from its Basic Concepts
• Efficient Analytic Price Approximation for American Options
UPCOMING WEBINARS
May 22 - Rethinking VA & EIA Product Designs to Better Manage Investment Risks
June 5 - Stress Testing/Scenario Analysis Part II
June 19 - FVA and OIS Convergence
June 26 - Model Back Testing - Basic and Advanced for PFE, CVA, VaR
For more information on our webinars visit www.numerix.com/events-and-webinars
Pricing and Valuation
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WEBINAR RECORDINGS
• Model Validation: The 'Holy Grail' for Risk Mitigation
• OIS Discounting Impact on Derivatives P&L and Risk Calculations
• Pricing the “Fear Index:” An Introduction to VIX Modeling for Quants
• Advanced FX Hedging Strategies (and what NOT to do)
• OIS Discounting: Facing the New Level of Complexity
• DNT FX Option Strategies for Low Volatility Markets
• To Hedge or Not to Hedge, That is the Question: Actively Hedging CVA and DVA
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