Author Archives: Jayati WALIA

Programming Languages for Quants

Programming Languages for Quants In this article, Jayati WALIA (ESSEC Business School, Grande Ecole – Master in Management, 2019-2022) presents an overview of popular programming languages used in quantitative finance. Introduction Finance as an industry has always been very responsive … Continue reading

Posted in Contributors, Financial techniques | Tagged , , , | Leave a comment

Capital Asset Pricing Model (CAPM)

Capital Asset Pricing Model (CAPM) In this article, Jayati WALIA (ESSEC Business School, Grande Ecole – Master in Management, 2019-2022) presents Capital Asset Pricing Model(or CAPM). Introduction The Capital Asset Pricing Model (CAPM) is a widely used metrics for the … Continue reading

Posted in Contributors, Financial techniques | Tagged , , , | Leave a comment

Quantitative risk management

Quantitative risk management In this article, Jayati WALIA (ESSEC Business School, Grande Ecole – Master in Management, 2019-2022) presents Quantitative risk management. Introduction Risk refers to the degree of uncertainty in the future value of an investment or the potential … Continue reading

Posted in Contributors, Financial techniques | Tagged , , , , | Leave a comment

Brownian Motion in Asset Pricing

Brownian Motion in Asset Pricing In this article, Jayati WALIA (ESSEC Business School, Grande Ecole – Master in Management, 2019-2022) presents Brownian motion and it application to model the stock price. Introduction Stock price movements form a random pattern. The … Continue reading

Posted in Contributors | Tagged , | Leave a comment

Value at Risk

Value at Risk In this article, Jayati WALIA (ESSEC Business School, Grande Ecole – Master in Management, 2019-2022) presents value at risk. Introduction Risk Management is a fundamental pillar of any financial institution to safeguard the investments and hedge against … Continue reading

Posted in Contributors, Financial techniques | Tagged , , | Leave a comment

Plain Vanilla Options

Plain Vanilla Options In this article, Jayati WALIA (ESSEC Business School, Grande Ecole – Master in Management, 2019-2022) presents plain vanilla options. Introduction An option contract is a financial derivative that gives its holder the right (but not the obligation) … Continue reading

Posted in Contributors, Financial techniques | Tagged , , | Leave a comment

Derivatives Market

Derivatives Market In this article, Jayati WALIA (ESSEC Business School, Grande Ecole – Master in Management, 2019-2022) presents an overview of dervivatives market. Introduction A financial market refers to a marketplace where various kinds of financial securities such as stocks, bonds, commodities, etc. … Continue reading

Posted in Contributors, Financial techniques | Tagged , , , | Leave a comment

Linear Regression

Linear Regression In this article, Jayati WALIA (ESSEC Business School, Grande Ecole – Master in Management, 2019-2022) presents linear regression. Definition Linear regression is a basic and one of the commonly used type of predictive analysis. It attempts to devise … Continue reading

Posted in Contributors, Financial techniques | Tagged , | Leave a comment

Quantitative Finance: Introduction and Scope

Quantitative Finance: Introduction and Scope In this article, Jayati WALIA (ESSEC Business School, Grande Ecole – Master in Management, 2019-2022) presents an overview of Quantitative Finance. Quantitative Finance: Introduction and Scope Quantitative finance has become an integral part of modern finance with the … Continue reading

Posted in Contributors | Tagged , | Leave a comment

Fixed-income products

Fixed-income products In this article, Jayati WALIA (ESSEC Business School, Grande Ecole – Master in Management, 2019-2022) presents fixed-income products. Introduction Fixed-income products are a type of debt securities that provides predetermined returns to investors in terms of a principle … Continue reading

Posted in Financial techniques | Leave a comment