EWMA Volatility in Market Risk
A sales rep has a 20% chance of making a sale on a call. What is the probability that she…
Blog
Finding Clarity with Materiality Maps
Sometimes, we see some confusion when our clients need to combine industry classifications, ‘issues that matter’ (whatever the nature), and…
Some notes on LSEG DataScope Select
A couple of weeks back, when I wrote about LSEG’s DataScope Plus [DSP] platform, I received some questions around its…
Term Structure Models
The first QF models were developed for equity prices. GBM & Black-Scholes modelled equities & their options. A natural extension…
Bloomberg and Industry Classifications
My recent posts about Industry Classification have been getting lots of follow-up questions, particularly about classifications in Bloomberg DataLicense. Bloomberg…
A close look at ICE APEX
As a follow-up to my last post about LSEG DSP, we have been asked to share some insights on other…
The Proven Process for Domain Values
One more post from me about domain values – this time, on how we deal with them at GoldenSource. As…
Swaption Valuation
A bank’s Rates desk has purchased a callable fixed rate bond. The embedded call means the bond’s issuer is long…
Some advice for LSEG users moving to DataScope Plus
Many of our clients who are using LSEG (f/k/a Refinitiv) have adopted its new, strategic DataScope Plus (DSP) platform. Others…