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Showing posts with the label financial markets

Do I think stock market is a bubble ?

During my recent chats with some investors, I was questioned by most of them about my thoughts on the "stock market bubble". I realized that there are whispers in the air about the stock market being a bubble currently.

Developments in business climate since 2014 - Preliminary data visualization

The stock markets have reached record levels and do not show much lethargy yet. Some articles justified these new heights of the stock markets by investors estimation of forwarding PEG.

Introductory Brownian Motion

T hese notes would be beneficial to individuals to understand the very basics of the Brownian Motion, which eventually would aid in understanding stochastic calculus. The notes have been made from the lectures of profbillbyrne.

Introductory Ito's Calculus

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  Notes have been made on the basis of lecture BEM1105X - Caltech. Course playlist can be found here

Portfolio and Risk Management

Academicians from the University of Geneva and professionals from UBS aids us to gain an understanding of the theory underlying optimal portfolio construction, the different ways portfolios are actually built in practice and how to measure and manage the risk of portfolios.

Financial derivatives: Forwards and Futures

A derivative instrument is a contract which specifies the conditions under which a transaction will take place in the future. The price of the derivative depends on the price of another asset called as the underlying asset.

Financial derivatives: Options

These financial instruments are not just interesting for traders and to deepen pockets but even from economics and research point of view, these instruments are fascinating.

Understanding Financials of a firm

 As we know, the share price of a firm, at least theoretically, are the discounted values of expected future cash flows. This method to value stock price, as discussed in the article, understanding financial markets, is called the discounted cash flow method.

Meeting Investors Goals

Academicians from the University of Geneva and professionals from UBS dive into the concepts of rationality and irrationality and understand how they impact our investment decisions and what the consequences can be at the market level.

Understanding Financial Markets

Academicians from the University of Geneva and professionals from UBS tells what the main financial markets and their characteristics are and how they are linked to the economy. We start by seeing how the price of stocks and bonds are computed and why they move.

Global Financial Crisis

 Click here to access the file containing my learnings of GFC based on Yale's course.

Business Cycle Models with Financial Market frictions

Outline:

South Asian Financial Crisis - South Korea

Southeast Asian experience of the 1970s and 1980s consisted of high growth based on export  competitiveness, low debt combined with low and stable inflation. Most of the East Asian  countries were running budget surpluses.

Forecasting Dividend Yield using Stock Indices

The work examines whether it is possible to accurately forecast dividend yield using aggregate stock returns in S&P500,

Case Study: Money Market Funds and the Commercial Paper Market

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-  by  Ben Bernanke in  G eorge Washington University   Money market funds (MMMFs) are investment companies that sell shares and invest the proceeds in short-term assets. MMMFs historically has almost always maintained stable 1 dollar share prices, so they act very much like a bank.

Federal Reserve and Financial Crisis

-  Based on  Lecture (4) by  Ben Bernanke in  G eorge Washington University   This lecture discusses monetary policy responses to the recession, the sluggish recovery, post-crisis changes in financial regulation, and implications of the crisis for central bank practice.

Federal Reserve and Financial Crisis

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-  Based on  Lecture (3) by  Ben Bernanke in  G eorge Washington University   This lecture describes the financial crisis, its implications and the policy responses by the federal reserve. 

Federal Reserve and Financial Crisis

-  Based on  Lecture (2) by  Ben Bernanke in  G eorge Washington University   This lecture explains the development of central banking after world war 2, focusing on the origins of the recent financial crisis (2008-09).

Federal Reserve and Financial Crisis

-  Based on  Lecture (1) by  Ben Bernanke in  G eorge Washington University   This lecture explains what central banks do, the origin of central banking in the United States, and the experience of the Fed during the Great Depression.