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
A bond price calculator has the following inputs:
Required Rate of Return & Coupon Rate
Settlement & Maturity Date
Frequency (Annual, Half-Yearly & Quarterly)
Par Value per 100
Time Calculation Method
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
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.
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.