Financial Engineering
A collection of proprietary tools built to analyze market risk, intrinsic value, and derivative pricing.
Risk Estimator (VaR)
Stochastic engine calculating Value at Risk (VaR) and Expected Shortfall via Monte Carlo & Parametric methods.
Launch Tool →Institutional Valuation Engine
Investment banking-grade DCF featuring Sensitivity Matrices (Football Fields), automated Enterprise-to-Equity Bridges, and dual-methodology toggles.
Launch Tool →Credit & Solvency Engine
Assess bankruptcy risk using Altman Z-Score and Merton Distance-to-Default. Calculates theoretical debt capacity ceilings.
Launch Tool →Options Analytics
Advanced pricing engine comparing Black-Scholes vs. Heston Stochastic Volatility models. Features "Fat Tail" risk analysis via Monte Carlo.
Launch Tool →NSE Portfolio Optimizer
Construct the mathematically "Perfect Portfolio" using Mean-Variance Optimization. Calculates the efficient frontier for Indian Stocks (NSE).
Launch Tool →Leveraged Buyout Model
Complex LBO modeling featuring dynamic Sources & Uses, automated debt schedules, and iterative IRR/MOIC sensitivity analysis.
Launch Tool →Pairs Trading Lab
Identify mean-reverting relationships using Cointegration (ADF Test) and OLS Hedge Ratios to find statistical arbitrage opportunities.
Launch Tool →