Financial Analysis

Overview

The financial analysis corner provides tools for running the most common types of quantitative analytics used in the analysis of the financial markets.

Financial Industries

• Banking Analytics The banking corner demonstrates how to run various types of analytics that are typically used by banks. This includes capital calculations, loan pricing, and liquidity analysis.
• Insurance Analytics The fixed income analytics corner demonstrates various ways to perform analysis on fixed income instruments.
• Fund Management - issues in creating a fund managment company.

Corporate Finance

• Valuation : is the process of deriving a hypothetical value to an asset, usually a company or other asset that generates cash flows.
• Finance Statement Analysis The financial statement analytics corner examines tools and techniques to retrieve financial statement data, as well as the analysis of that data.
• Capital Structure refers to the way in the which a company is financed, primarily between debt and equity.
• Working Capital Management
• Capital Budgeting

Asset Classes

• Fixed Income Analysis The fixed income analytics corner demonstrates various ways to perform analysis on fixed income instruments.
• Credit Analysis focuses on instruments such as loans where one party can default on the contract.
• Equities : represents shares of ownership a company.
• Real Estate Analytics : examines the issues specific to real estate financing.
• Commodities : a raw material or agricultural product.
• Foreign Exchange: foreign currencies.
• Crypto Currencies: digital currencies such as Bitcoin.
• Derivatives The derivatives corner show examples of computing derivative risk using various models including the famous Black Scholes equation.
• Insurance - contracts that guarantee the holder against some loss.

Trading

• Trading: examines the issues surrounding analyzing and trading assets.
• Market Microstructure: examines the structure of markets where securities trade, which can have an impact on an assets liquidity.
• Liquidity: examines the determinants of an assets liquidity.
• Trade Execution Analytics Examines ways to measure trade impact and optimal trade execution.

Risk

• Financial Risk refers to the uncertainty of outcome when trading or investing.

Asset Portfolios

• Portfolio Analytics details issues surrounding the analysis of portfolios, inlcuding both risk and performance.
• Asset Allocation : refers to process of determining how much of a portfolio should be invested in each of its various asset types, or classes.
• Retirement Analytics Retirement analytics refers to analytics that tries to optimize a persons invenstment choices when thier goal is focused on retirement. This usually means providing guidance as to the amount to invest on a yearly basis as well as the amount of the risk the user should take.
• Portfolio Strategies : examines various strategies for building asset portfolios.