The leading knowledge platform for the financial technology industry
The leading knowledge platform for the financial technology industry

A-Team Insight Blogs

Pricing Partners Introduced a Quantitative Methodology to Generate Inflation Volatility Surface

Pricing Partners announced today that its Price-it library now includes analytical tools to estimate inflation volatility surface combining historical estimates and implied interest rates smiles surfaces.

These analytical tools can provide reliable estimation of the smiled inflation surface on all major inflation indexes such as the European, French, Japanese, American or British HICP ones. This announcement comes at a time when demand for inflation products keeps climbing on due to the concerns on increased inflation.

Eric Benhamou, CEO of Pricing Partners, comments: “In the derivatives valuation space, mathematical models are certainly important, but they are not everything. Market data are starting to play a more vital role. Therefore, it is important to bring some compelling analytical tools to our clients to estimate more accurately market data to which they have a limited access. As part of our continuous efforts to enlarge the scope of our analytics addressing market data issues, we have added these new features to estimate inflation volatility surface. Our clients can start taking advantage of these new features to price the inflation derivatives more accurately.”

Related content

WEBINAR

Recorded Webinar: Evolution of data management for the buy-side 2021

The buy-side faced a barrage of regulation in 2020 and is now under pressure to make post-Brexit adjustments and complete LIBOR transition by the end of 2021. To ensure compliance and ease the burden of in-house data management, many firms turned to outsourcing and managed services. But there is more to come, as buy-side firms...

BLOG

How to Use Chatbots and Collaboration Tools to Improve Automation and Deliver On-Demand Data

Digital transformation in the financial services sector is forcing a rethink in how financial institutions access the data they need to support trading and investment activities. While traditional bulk data distribution arrangements are well suited to large sell-side institutions, they can be costly and lack flexibility for firms from large Tier 2 sell-sides down to the...

EVENT

ESG Data & Tech Summit 2022

This summit will explore challenges around assembling and evaluating ESG data for reporting and the impact of regulatory measures and industry collaboration on transparency and standardisation efforts. Expert speakers will address how the evolving market infrastructure is developing and the role of new technologies and alternative data in improving insight and filling data gaps.

GUIDE

Regulatory Data Handbook – Fourth Edition

Need to know all the essentials about the regulations impacting data management? Welcome to the Fourth edition of our A-Team Regulatory Data Handbook which provides all the essentials about regulations impacting data management. A-Team’s series of Regulatory Data Handbooks are a great way to see at-a-glance: All the regulations that are impacting data management today A...