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Tom P. Davis
Tom P. Davis
Vice President, Product Manager, Fixed Income Research
Dr. Tom Davis joined FactSet in 2014 as the Global Head of Derivatives Research. In this capacity, Tom is focused on ensuring FactSet is providing the highest quality derivative analytics and growing the coverage across all asset classes. His team also conducts cutting edge research in the models and methods of quantitative finance. Tom has extensive experience with derivatives analytics, having worked for several of the industry’s leading providers. Tom received a Doctor of Philosophy in theoretical physics from the University of British Columbia in Vancouver, Canada.
Modern Quantitative Finance: A Field in Transition
Trends point to more focus on the buy-side, regulation, and computational techniques and less stress on new models and...
Tom P. Davis
on Jun 5, 2017
Mind Your Ps and Qs: Real World vs. Risk Neutral Probabilities
A look at the real world probabilities governing future economic scenarios and the risk-neutral probabilities used in...
Tom P. Davis
on Mar 28, 2017
Understanding Interest Rate Swap Valuation
We cover the calculation of the cash flows to the determination of market value from swap initiation to maturity.
Tom P. Davis
on Mar 9, 2016

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