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Monthly Archives: December 2021
The historical method for VaR calculation
In this article, Jayati WALIA (ESSEC Business School, Grande Ecole – Master in Management, 2019-2022) presents the historical method for VaR calculation. Introduction A key factor that forms the backbone for risk management is the measure of those potential losses … Continue reading
Posted in Contributors, Financial techniques
Tagged confidence level, Historical method, Risk, Value at risk, VaR
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The variance-covariance method for VaR calculation
In this article, Jayati WALIA (ESSEC Business School, Grande Ecole – Master in Management, 2019-2022) presents the variance-covariance method for VaR calculation. Introduction VaR is typically defined as the maximum loss which should not be exceeded during a specific time … Continue reading
Posted in Contributors, Financial techniques
Tagged Normal distribution, Risk, VaR, Variance-covariance
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My experience at the Bank of Lebanon
My experience at the Bank of Lebanon In this article, Jade RAKHA (ESSEC Business School, Bachelor of Business Administration, 2021) shares with us his experience at Banque Du Liban. Banque Du Liban Before the Central Bank of Lebanon was established … Continue reading
Posted in Contributors, Professional experiences
Tagged Banque du Liban, Central bank
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My experience at the startup BSD Investing
My experience at the startup BSD Investing In this article, Rohit SALUNKE (ESSEC Business School, Grande Ecole – Master in Management, 2018-2021) shares his experience working in a startup and the evolution of his role and responsibilities… About BSD Investing … Continue reading
Posted in Contributors, Professional experiences
Tagged Active investing, Alpha, BSD Investing, Passive Investing, Tracking error
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Understanding Options and Options Trading Strategies
Understanding Options and Options Trading Strategies In this article, Luis RAMIREZ (ESSEC Business School, Global BBA, 2019-2023) discusses the fundamentals behind options trading. Financial derivatives In order to understand and grasp the concept of options, knowledge of what is a … Continue reading
Equity structured products
Equity structured products This article written by Akshit GUPTA (ESSEC Business School, Grande Ecole – Master in Management, 2019-2022) introduces equity structured products, which are complex financial products proposed to investors to benefit from market expectations. Introduction Structured products are … Continue reading
Posted in Contributors, Culture, Financial techniques
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Covered call
Covered Call This article written by Akshit GUPTA (ESSEC Business School, Grande Ecole – Master in Management, 2019-2022) presents the concept of covered call used in equities option contracts. Introduction Hedging is a strategy implemented by investors to reduce the … Continue reading
Posted in Contributors, Financial techniques
Tagged BSM model, Call option, Covered call, Delta, Option
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Currency swaps
Currency swaps This article written by Akshit GUPTA (ESSEC Business School, Grande Ecole – Master in Management, 2019-2022) introduces the currency swaps used in financial markets. Introduction In financial markets, currency swaps are a derivative contract in which two counterparties … Continue reading
Posted in Contributors, Financial techniques
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Standard deviation
In this article, Jayati WALIA (ESSEC Business School, Grande Ecole – Master in Management, 2019-2022) presents an overview of standard deviation and its use in financial markets. Mathematical formulae To identify the center or average of any data set, measures … Continue reading
Posted in Contributors, Financial techniques
Tagged Risk, Standard deviation, Statistics, Variance, Volatility
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Logistic Regression
In this article, Jayati WALIA (ESSEC Business School, Grande Ecole – Master in Management, 2019-2022) presents an overview of logistic regression and its application in finance. Introduction Logistic regression is a predictive analysis regression method that is used in classification … Continue reading
Posted in Contributors, Financial techniques
Tagged Credit risk, Credit scoring, Logistic regression, Sigmoid
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