Numerix Introduces a New Algorithmic Method for Calculating Counterparty Exposure and its Application to Complex Risk Measures
Numerix Quantitative Research Team Publishes “Algorithmic Exposure and CVA for Exotic Derivatives” Numerix (www.numerix.com), the leading provider…
Clearing Certainty: Push, Ping or Hub Model?
Clearing certainty is a concern for many market participants as the industry moves towards central clearing. Lynn…