Interactive notebooks for strategy, derivatives, and execution. Build hedging models. Price exotic options. Analyze market microstructure. Each notebook implements production-grade methods from the text.
Deal structure analysis. Synergy valuation with probability weighting. Integration timeline modeling and execution risk quantification.
Leverage optimization under uncertainty. Debt capacity estimation with rating constraints. Credit analysis framework for investment-grade thresholds.
Shareholder return optimization. Buyback vs dividend analysis. Signaling theory implementation and payout sustainability modeling.
Payoff structure visualization. Put-call parity verification. Binomial tree construction for European and American options.
PDE derivation and numerical solution. Greeks computation with finite differences. Volatility surface calibration from market data.
Delta hedging simulation with rebalancing costs. Portfolio insurance implementation. Tail risk management with put spreads and variance swaps.
Order type analysis and venue selection. Liquidity measurement with bid-ask spread decomposition. Market impact estimation.
Implementation shortfall computation. Slippage attribution by component. Execution algorithm benchmarking against arrival price.
VWAP and TWAP algorithm implementation. Optimal execution with Almgren-Chriss framework. Participation rate strategies.
VaR and CVaR computation with historical and parametric methods. Stress testing framework. Regulatory capital calculations.
Private equity return modeling with J-curve effects. Hedge fund replication strategies. Real asset valuation with illiquidity adjustments.
Cognitive bias detection in trading patterns. Market anomaly analysis. Decision architecture design for institutional governance.
Full system case study integrating strategy, hedging, and execution. End-to-end workflow from deal analysis to position management.