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

Posted on 4 September 2022 by Jayati WALIA

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

Posted on 23 August 2022 by Shengyu ZHENG

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

Posted on 22 August 2022 by Akshit GUPTA

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

Posted on 15 August 2022 by Akshit GUPTA

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

Posted on 15 August 2022 by Akshit GUPTA

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

Posted on 10 August 2022 by Louise PIZON

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

Posted on 7 August 2022 by Jayati WALIA

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

Posted on 10 July 2022 by Shengyu ZHENG

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

Posted on 10 July 2022 by Akshit GUPTA

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

Posted on 6 July 2022 by Shengyu ZHENG

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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