holomorphic function

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holomorphic function

[¦häl·ō¦mȯr·fik ′fəŋk·shən]
(mathematics)
References in periodicals archive ?
His in-depth knowledge of complex derivative risk quantification - and his expertise in creating a number of systems to manage that risk over the course of his career - are unparalleled.
You get the most powerful, highly scalable solution for the pricing, valuation and risk management of today's most complex derivatives portfolios.
He specializes in financial services industry issues, with an emphasis on valuation, compliance and trading of financial, commodity and complex derivative instruments; trading systems and processes; technology and operations; and market, credit and operational risk management of financial and commodity products.
When coupled with the value of an integrated HPC solution, Numerix CrossAsset XL and Numerix Portfolio now provide Numerix's clients with the improved systems productivity, interoperability and full transparency for deal definitions and accelerated real-time valuations and running of rapid unified risk calculations for complex derivative portfolios.
The suite of Numerix trader workbook applications are an extension of the powerful Numerix CrossAsset platform - the most comprehensive independent library of market standard models for all asset classes and hybrids - providing traders and risk managers advanced analytic solutions to manage a book of trades, monitor relevant market data and accurately value complex derivative deals.
Because of its simplified structure, these participations do not require complex derivative accounting by independent banks.
Coinciding with the release of Numerix CrossAsset, Numerix has made available the latest version of Numerix Portfolio, the firm's powerful front-office solution for pricing and managing even the most complex derivative portfolios.
We were therefore keen to identify a provider who had expertise in monitoring complex derivative transactions and proven systems for comprehensive, speedy settlement.
The Numerix trader workbook applications are the latest extension of the powerful Numerix CrossAsset XL platform - Numerix's comprehensive library of independent models and risk tools - that specifically targets traders, risk managers and other front-office professionals and provides them with the tools they need to manage a book of trades, monitor relevant market data and accurately value complex derivative deals.
This would almost be equivalent to the scandal involving AIG when the bailed out insurance company controversially paid major international banks (including ABN AMRO USA on 23 September 2008) 100 cents on the dollar on their complex derivative deals - with the approval of Timothy Geithner, then US Secretary of the Treasury - at the expense of American taxpayers.
Most weren't masters of their own living rooms as they had no idea of just what the implications would be once complex derivative contracts began unravelling.
Jaber George Jabbour, a banker who advises indebted governments battling investment banks over expensive complex derivative trades that turned sour, has told the Greek government that the nation could clawback some money it paid the bank to secure its position in the eurozone.