Analytical Finance Practicum
 
       
 
Syllabus (download pdf)
Practicum overview for sponsors (download pdf)
Projects Offered
Project Teams
Final Reports
Weekly Schedule
Readings & Data
Links:
Analytical Finance Research Page
Kellogg Research Computing data page
Kellogg Research Computing reference and papers page

Final Reports

Sponsor Project

BGI

Role of Commodities in Asset Allocation, ppt file

CNH Partners

Investing in Distressed Securities, ppt file

Mc'Donald's

(a) Managing Unrealistic Investor Expectations, ppt file
(b) Advantages of AA Vs A Credit Rating, ppt file

Pequot Capital

Active portfolio strategies based on price and earnings momentum, ppt file

Speed Trading

(a) Pricing Model for an Asian Equity Index Options, ppt file
(b) Risk Management System for Brokerage Business, ppt file

Goldman Sachs Speculators and Hedgers in Futures Markets, ppt file
Will-Burt Evaluating Potential Acquisition Targets, Capital Structure, ppt file
   
   

 

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