Numerix Addresses Global Negative Rates Concern with Innovative SABR Model Extension

Numerix Addresses Global Negative Rates Concern with Innovative SABR Model Extension

Numerix Numerix Free Boundary SABR Challenges Market Standard Approach – Introduces Superior Way of Managing Negative Rates in Options Models 

Numerix, the leading provider of cross-asset analytics for derivatives valuations and risk management, today announces the availability of its latest…

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Source: Bobs Guide Latest News

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