UGBA 137-2: Financial Derivatives

Numerical Databases

Global Financial Data

  • US stock prices
  • US and worldwide macroeconomic data
  • Very long historical series

Wharton Research Data Service (WRDS)

  • Company financials from COMPUSTAT
  • Stock prices from CRSP
  • Stock ownership from Thomson Reuters
  • Economic data from Global Insight
  • Earnings estimates from I/B/E/S
  • Many ways to manipulate data, using SPSS or UNIX-type commands
  • Use MFE login for remote access and expert commands

Datastream

  • Huge database of international, historical data
  • Stocks and bonds, indexes, macroeconomic data, options, futures, exchange rates, and more
  • Confusing interface
  • Can only be used from the standalone terminal in Long Library

SDC

  • Mergers & acquisitions and new issuances of stocks and bonds, going back to the early 1980's
  • Extremely confusing interface
  • Can only be used from the standalone terminal in Long Library

Investment Advisory Services

  • Mergent Online
    Provides financial information on U.S.and international companies. Look up companies' performance for the past years. Use data from SEC disclosures to create custom tables.
  • Thomson Research Investext
    Analyst reports from investment banks. Note: works best with Internet Explorer.
  • Value Line Research Center
    Full access to a classic source for investment information. Incluedes several Value Line products:the Investment Survey; Mutual Fund Survey; Daily Options Survey; and more.
  • Mergent WebReports (Moody's Online Manuals)
    Online access to Moody's Manuals (old name) from 1909 including the current weekly updates to Mergent Manuals (new name).
Last Update: June 03, 2011 15:44