Pricing American Options with Finite Difference Methods
The BSM equation describes how an option value, V, changes over time (dV/dt). It is a PDE that describes the…
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How to Ensure Domain Values Stay Reliable
More on domain values from me this week. Just to recap, domain values – a.k.a. ‘enumerated values’ – are the…
The Real Value of Domain Values
An often-overlooked area of data management is the somewhat specialized concept of domain values. It’s such a fundamental part of…
How to Make Credit Ratings Agencies Work for You – Part 2
This week, in the final instalment of my series on credit ratings, I have a few more thoughts on how…
How to Make Credit Ratings Agencies Work for You
Continuing my series on credit ratings and agencies, this week I want to cover some of how rating subscriptions actually…
The Many Credit Ratings Providers You Can Use
This week in my credit ratings series, I want to talk about the market for ratings providers and agencies and…
Credit Ratings: The Types to Know
In this, the first in my series on credit ratings, I want to take a look at the various kinds of credit ratings that our…
From Heat to Black Scholes
In 1789 Joseph Fourier accompanied Napoleon as scientific advisor on an expedition to Egypt. When Fourier came back, he developed…
AI vs Black Scholes
QF began in 1900 with Bachelier observing that stock price changes were random and normally distributed. The normality of price…