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Category Archives: Financial techniques
Currency swaps
Currency swaps This article written by Akshit GUPTA (ESSEC Business School, Grande Ecole – Master in Management, 2019-2022) introduces the currency swaps used in financial markets. Introduction In financial markets, currency swaps are a derivative contract in which two counterparties … Continue reading
Posted in Contributors, Financial techniques
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Standard deviation
In this article, Jayati WALIA (ESSEC Business School, Grande Ecole – Master in Management, 2019-2022) presents an overview of standard deviation and its use in financial markets. Mathematical formulae To identify the center or average of any data set, measures … Continue reading
Posted in Contributors, Financial techniques
Tagged Risk, Standard deviation, Statistics, Variance, Volatility
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Logistic Regression
In this article, Jayati WALIA (ESSEC Business School, Grande Ecole – Master in Management, 2019-2022) presents an overview of logistic regression and its application in finance. Introduction Logistic regression is a predictive analysis regression method that is used in classification … Continue reading
Posted in Contributors, Financial techniques
Tagged Credit risk, Credit scoring, Logistic regression, Sigmoid
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How to compute the net present value of an investment in Excel
How to compute the net present value of an investment in Excel In this article, Maite CARNICERO MARTINEZ (ESSEC Business School, Global Bachelor of Business Administration, 2021-2022, exchange student from the University of Salamanca) explains how to compute the net … Continue reading
Systematic risk and specific risk
In this article, Youssef LOURAOUI (Bayes Business School, MSc. Energy, Trade & Finance, 2021-2022) presents the systematic risk and specific risk of financial assets, two fundamental concepts in asset pricing models and investment management theories more generally. This article is … Continue reading
Posted in Contributors, Financial techniques
Tagged CAPM, CML, Portfolio, Risk, SML, Specific Risk, Systematic Risk
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Portfolio
In this article, Youssef LOURAOUI (Bayes Business School, MSc. Energy, Trade & Finance, 2021-2022) elaborates on the concept of portfolio, which is a basic element in asset management. This article is structured as follows: we introduce the concept of portfolio. … Continue reading
Black-Litterman Model
In this article, Youssef LOURAOUI (Bayes Business School, MSc. Energy, Trade & Finance, 2021-2022) presents the Black-Litterman model, used to determine optimal asset allocation in a portfolio. Black-Litterman Model takes the Markowitz Model one step further: It incorporates an investor’s … Continue reading
Passive Investing
In this article, Youssef LOURAOUI (Bayes Business School, MSc. Energy, Trade & Finance, 2021-2022) elaborates on the concept of passive investing. This article will offer a concise summary of the academic literature on passive investment. After that, we’ll discuss the … Continue reading
Beta
In this article, Youssef LOURAOUI (Bayes Business School, MSc. Energy, Trade & Finance, 2021-2022) elaborates on the concept of beta, one of the most fundamental concepts in the financial industry, which is heavily used in asset pricing and risk assessment. … Continue reading
Posted in Contributors, Financial techniques
Tagged Asset Management, Asset Pricing, Market risk, Systematic Risk
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Alpha
In this article, Youssef LOURAOUI (Bayes Business School, MSc. Energy, Trade & Finance, 2021-2022) elaborates on the concept of alpha, one of the fundamental parameters for portfolio performance measure. This article is structured as follows: we introduce the concept of … Continue reading
Posted in Contributors, Financial techniques
Tagged Active investing, Alpha, Asset Management, Beta, Portfolio management, Portfolio Theory
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