Category Archives: Financial techniques

La rubrique “Aspects techniques” contient des billets sur les aspects techniques de l’application SimTrade : compatibilité avec les navigateurs, architecture, bogues résolus, etc.

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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Reverse Convertibles

Reverse Convertibles In this article, Shengyu ZHENG (ESSEC Business School, Grande Ecole – Master in Management, 2020-2023) explains reverse convertibles, which are a structured product with a fixed-rate coupon and downside risk. Introduction The financial market has been ever evolving, … Continue reading

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Macro Funds

Macro Funds This article written by Akshit GUPTA (ESSEC Business School, Grande Ecole – Master in Management, 2019-2022) explains marco funds which is a type of hedge fund based on the analysis of macroeconomic or political events. Introduction Macro funds, … Continue reading

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Initial and maintenance margins in stocks

Initial and maintenance margins in stocks This article written by Akshit GUPTA (ESSEC Business School, Grande Ecole – Master in Management, 2019-2022) explains the mechanisms of initial and maintenance margin used in stocks. Introduction In financial markets, margin requirements are … Continue reading

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Initial and maintenance margins in futures contracts

Initial and maintenance margins in futures contracts This article written by Akshit GUPTA (ESSEC Business School, Grande Ecole – Master in Management, 2019-2022) explains the mechanisms of initial and maintenance margin used in futures contracts. Introduction In financial markets, margin … Continue reading

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VICOBA

VICOBA In this article, Louise PIZON (ESSEC Business School, Master in Strategy & Management of International Business (SMIB), 2020-2022) explains the concept of Village Community Bank (VICOBA) which is a type of micro funding used in non-governmental organizations (NGOs). Village … 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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Pricing barrier options with simulations and sensitivity analysis with Greeks

Pricing barrier options with simulations and sensitivity analysis with Greeks In this article, Shengyu ZHENG (ESSEC Business School, Grande Ecole – Master in Management, 2020-2023) explains the pricing of barrier options with Monte-Carlo simulations and the sensitivity analysis of barrier … Continue reading

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Asset Allocation

Asset Allocation This article written by Akshit GUPTA (ESSEC Business School, Grande Ecole – Master in Management, 2019-2022) explains asset allocation, a much-discussed topic in asset management. Introduction Asset allocation refers to the process of dividing an investment among different … Continue reading

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Barrier options

Barrier options In this article, Shengyu ZHENG (ESSEC Business School, Grande Ecole – Master in Management, 2020-2023) explains barrier options which are the most traded exotic options in derivatives markets. Description Barrier options are path dependent. Their payoffs are not … Continue reading

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