NEW YORK - (Business Wire) NumeriX, the leading independent provider of advanced analytics for the derivative and structured products markets, will host its next Webinar on Wednesday, November 19th at 8:30am EDT. This session titled “Managing Principal Protected Products
,” will be led by Tim Mortimer, Chief Executive Officer of Future Value Consultants and Dr. Horacio Aliaga, Senior Financial Engineer of NumeriX.
Given today’s volatile markets, Mr. Mortimer and Dr. Aliaga will stress the increased need for transparency within structured products. The session will analyze principal protected products and explain how straddle payoffs can enable returns from market gains or losses. Mr. Mortimer and Dr. Aliaga will also discuss the challenges of discontinuity in the payoff and address accurate practices and tools to effectively price and manage risk.
Using NumeriX Portfolio, the Webinar will demonstrate how principal protected products can be structured and used successfully through the following: choosing the appropriate model and structuring the deal; reviewing the probabilities of basket return, fair price and risk valuation of the note; and showing the flexibility and power of the NumeriX deal payoff scripting capability.
About NumeriX
NumeriX is the award-winning, independent leader in pricing and risk analytics for fixed income, credit, foreign exchange, hybrids, cross currency, inflation rate and equity derivatives. NumeriX has a financial engineering and quantitative team composed largely of Ph.D.’s on the same scale as the very largest of financial institutions. More than 350 clients across 25 countries rely on NumeriX risk analytic software for speed and accuracy in valuing their structured products and derivatives. Trading and risk platform vendors leverage NumeriX analytics to gain a time-to-market advantage by embedding the power of NumeriX into their systems. Founded in 1996, the company is privately held with offices in New York, London, Singapore, Tokyo and Hong Kong. For more information visit www.numerix.com.
NumeriX
James Jockle, 646-898-1263
jjockle@numerix.com
or
LEWIS PR
Dan Gaffney,617-226-8840
numerix@lewispr.com
