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Author Archives: Jayati WALIA
My experience as a credit analyst at Amundi Asset Management
My experience as a credit analyst at Amundi Asset Management In this article, Jayati WALIA (ESSEC Business School, Grande Ecole Program – Master in Management, 2019-2022) shares her apprenticeship experience as an assistant credit analyst in Amundi which is a … Continue reading
Moving averages
Moving averages In this article, Jayati WALIA (ESSEC Business School, Grande Ecole Program – 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. … Continue reading
Posted in Contributors, Financial techniques
Tagged Crossovers, EWMA, Moving average, SMA, Trading
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Returns
In this article, Jayati WALIA (ESSEC Business School, Grande Ecole Program – 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 … Continue reading
Posted in Contributors, Financial techniques
Tagged Arithmetic return, Logarithmic return, Return
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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
Posted in Contributors, Financial techniques
Tagged GARCH, Monte carlo simulations, Risk management, Value at risk, VaR
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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
Posted in Contributors, Financial techniques
Tagged Asset Pricing, Brownian motion, drift, GBM, Monte carlo simulations, Wiener process
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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 Program – Master in Management, 2019-2022) introduces the concept of Stress testing used by financial institutions to estimate the impact of extraordinary market conditions … Continue reading
The historical method for VaR calculation
In this article, Jayati WALIA (ESSEC Business School, Grande Ecole Program – 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 … Continue reading
Posted in Contributors, Financial techniques
Tagged confidence level, Historical method, Risk, Value at risk, VaR
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