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

Projects Offered

Sponsor Description

BGI

Role of Commodities in Asset Allocation

CNH Partners

(a) Drivers of Corporate Bond Credit Spreads,
(b) Investing in Distressed Securities

Mc'Donald's

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

Pequot Capital

Active portfolio strategies based on industry level price and earnings momentum

Speed Trading

(a) Pricing Model for an Asian Equity Index Options
(b) Mometum Indicator for Trading
(c) Risk Management System for Brokerage Business

Goldman Sachs Speculators and Hedgers in Futures Markets
Will-Burt Evaluating Potential Acquisition Targets
   
   
   

 

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