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NumeriX Product of the Month Webinar: De-Mystifying Inflation-Linked Products

Session Will Identify Best Practices for Structuring Inflation-Linked Products

NumeriX, the recognized leader of analytic solutions for structuring, pricing and risk analysis of derivatives and structured products, will host its next Webinar on Wednesday, October 22th at 8:30am EDT. This second Webinar in the series, titled Best Practices for Managing Inflation-Linked Products, will be led by Grace Yang, Financial Engineer, NumeriX, and Tim Mortimer, Chief Executive Officer of Future Value Consultants (FVC).

Ms. Yang and Mr. Mortimer will discuss how to effectively manage and structure inflation-linked products. The recent surge in the inflation market has made a significant impact on the global financial markets, highlighting the need for risk management. In this session, Ms. Yang and Mr. Mortimer will address how to successfully manage inflation-linked products and will use NumeriX 7 to demonstrate the following:

  • Stripping of real interest curve from market traded zero coupon inflation linked swaps.
  • Industrial standard multi-factor Jarrow-Yildirim (JY) model-to-model nominal rate, real rate and CPI index.
  • Using flexible structuring tools in combination with the JY model to structure and price almost any inflation-linked product.

The Webinar will also address the future challenges to increasing liquidity and providing structured solutions that complement the diverse inflation market.

FVC is delighted to be involved in this seminar series. As a partner of NumeriX, we recognize the power of NumeriX models and we see great value in adding them to FVCs services and applications, said Mortimer. Our business is all about delivering accessible research and analysis to our customers and this process is strengthened by having access to NumeriXs robust and complete set of models at the core of our calculations. This seminar series is a great way to demonstrate how to bring together research and analytics to price inflation-linked products.

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.

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