What was the purpose of Murex’s research into machine learning derivatives models? Pascal Tremoureux: The industry faces substantial challenges directly related to increasing computational demands and ...
The word ‘copula’ might still stir up bad memories for anyone in the markets at the time of the 2008 global financial crisis. The Gaussian copula, which was widely used to price collateralised debt ...
Celent, an independent research firm and an Oliver Wyman company, has recognized Numerix as the leading provider of cross-asset analytics for derivatives valuations and risk management driving charge ...
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