Author Archives: Jayati WALIA

Currency overlay

In this article, Jayati WALIA (ESSEC Business School, Grande Ecole – Master in Management, 2019-2022) explains currency overlay which is a mechanism to effectively manage currency risk in asset portfolios. Overview Currency risk, also known as exchange-rate risk, forex exchange … Continue reading

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My experience as a credit analyst at Amundi Asset Management

In this article, Jayati WALIA (ESSEC Business School, Grande Ecole – Master in Management, 2019-2022) shares her apprenticeship experience as an assistant credit analyst in Amundi which is a leading European asset management firm. About Amundi Amundi is a French … Continue reading

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Moving averages

In this article, Jayati WALIA (ESSEC Business School, Grande Ecole – Master in Management, 2019-2022) explains the concept of moving averages and its implementation in financial markets as an indicator in technical analysis of stock price movements. What is a … Continue reading

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Implied Volatility

In this article, Jayati WALIA (ESSEC Business School, Grande Ecole – Master in Management, 2019-2022) explains how implied volatility is computed from option market prices and a option pricing model. Introduction Volatility is a measure of fluctuations observed in an … Continue reading

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Returns

In this article, Jayati WALIA (ESSEC Business School, Grande Ecole – Master in Management, 2019-2022) explains how returns of financial assets are computed and their interpretation in the world of finance. Introduction The main focus of any investment in financial … Continue reading

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The Monte Carlo simulation method for VaR calculation

In this article, Jayati WALIA (ESSEC Business School, Grande Ecole – Master in Management, 2019-2022) explains the Monte Carlo simulation method for VaR calculation. Introduction Monte Carlo simulations are a broad class of computational algorithms that rely majorly on repeated … Continue reading

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Monte Carlo simulation method

In this article, Jayati WALIA (ESSEC Business School, Grande Ecole – Master in Management, 2019-2022) explains the Monte Carlo simulation method and its applications in finance. Introduction Monte Carlo simulations are a broad class of computational algorithms that rely majorly … Continue reading

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Black-Scholes-Merton option pricing model

In this article, Jayati WALIA (ESSEC Business School, Grande Ecole – Master in Management, 2019-2022) explains the Black-Scholes-Merton model to price options. The Black-Scholes-Merton model (or the BSM model) is the world’s most popular option pricing model. Developed in the … Continue reading

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Stress Testing used by Financial Institutions

Stress Testing used by Financial Institutions In this article, Jayati WALIA (ESSEC Business School, Grande Ecole – Master in Management, 2019-2022) introduces the concept of Stress testing used by financial institutions to estimate the impact of extraordinary market conditions characterized … Continue reading

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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

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