journal issue
journal issue

Numerix Journal Vol. 1, No. 2

In the Vol. 1 No. 2 Issue of the Numerix Journal, we cover XVAs, the martingale test, Numerix LSV model, and structured note annuities.

The Numerix Journal is a periodic publication of research papers, articles, and shorter pieces on quantitative finance and financial software. The goal of the Journal is to serve as a forum for the introduction of new research, modeling methodologies, and presentation of performance and benchmark studies.


TABLE OF CONTENTS

ARTICLES

Replication & XVA: The Unique Counting

The Martingale Test

LSV Model in Numerix

CrossAsset Integration Layer

Numerix ESG and Structured-Note Annuities

 

 

 

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