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PROJECT #1: Retail Industry Company Comparable & DCF Analysis
-- Brandon Ngiam Tina Chen
Non-Quantitative Projects
Project Analysis Target - Target
Evaluation Method 1 – Company Comparables
Evaluation Method – Discounted Cash Flow Analysis
DCF Analysis Template
What can we Learn from this Project?
• Apprehend history and major events
• Dive in retail industry and learn key techniques of M&A in the industry and be prepared with knowledge for future analysis in other industries
• Equip project analysts with valuation techniques
PROJECT #2: Delta
Project DeltaProject Delta
• What is Project Delta?– A project to promote general but comprehensive
understanding of options, its trading strategies, and valuation model.
– A strong starting point for those desiring to learn more about financial derivatives.
• Why Project Delta?– It is a good preparation for…
• various careers in finance.• more specifically, finance, mathematical finance classes,
even job interviews.
GoalsGoals
• Gain a deeper insight into one of the most widely used derivatives.
• Get familiar with various useful trading strategies.
• Learn about valuation model and its different applications in a trader’s perspective.
• Apply what have been learned to solve real problems.
• Develop logical skills and tools for students in finance.
Tentative Weekly AgendaTentative Weekly Agenda• Week 1: Definition of option & Types & Variations– Mechanisms; Call/Put; Styles; Assets
• Week 2-4: Option Trading Strategies– Week 2: Spreads– Week 3-4: Combinations, Hedging
• Week 5-6: Application of Strategies– Week 5: Solving real cases, interview questions– Week 6: Applying strategies to hypothetical situations
• Week 7-9: Black-Scholes– Week 7-8: Understand the mechanism & Greeks– Week 8: Applying Black-Scholes– Week 9: Develop the model w.r.t. implied volatility