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GENERAL

In this case study, my friend Ankur and I :

1) Prepared and Analyzed the Financial, Sales and Operations data.

2) Recommended which designs were the best based on the reports generated

3) Also prepared a brief report with recommendations

Financial Data
Monitoring market fluctuations

A bond price calculator has the following inputs: 

  • Required Rate of Return & Coupon Rate

  • Settlement & Maturity Date

  • Frequency (Annual, Half-Yearly & Quarterly)

  • Face Value

  • Par Value per 100

  • Time Calculation Method

I ran Monte Carlo Simulation of DCF cashflows with uncertainty in inputs : 

  1. Investment cost

  2. Year 1 revenue

  3. Annual Fixed & Variable Cost

  4. Annual revenue growth rate

Financial Report
Stock Ticker Board

I made an excel model which consists of 22 Option Chain Strategy Demos. 

I made a bond immunization model which focuses mainly on Duration & Immunization.

Chart
Financial Graphs

Black Scholes model helps us to find out the ideal put price and call price for an underlying equity based on holding period, volatility, current price and strike price (exercise price).

In this model, I have also added sensitivity analysis for call price and strike with reference to changes in stock price and its volatility.

In this model, I calculated Minimum Variance, Efficient Frontier, & Distribution of Returns of a 6-stock Portfolio.

  • Stocks - Havells, RIL, Berger Paints, Sun Pharma, ITC and TATA Motors

  • From Date - 20th May 2020

  • To Date - 22nd January 2021

  • Type - Closing Prices

Financial Data
Monitoring market fluctuations

I ran a simulation for analyzing a portfolio containing 4 stocks HDFC, RIL, YES BANK & INDUSIND by considering historical data of the past 10 years. This model takes into account the uncertainty in returns.

This project focuses on sensitivity analysis in capital budgeting.

Financial Report
Stock Market

I made a simple stock portfolio dashboard on Microsoft Excel.

Power BI Report focused on Finance Metrics, What-If Analysis & Time Intelligence

Bar Chart
Stock Market Graph

I computed Theta & Delta (Greeks) for the Options of a stock. For this, I used Merton model (continuously dividend-paying stock) to compute the option prices with given inputs such as stock price, time, exercise price, volatility, risk free rate etc.

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