Master of Financial Engineering
tags:
equity analysis
• financial analyst
• microsoft office
• financial engineering
• finance & accounting
• finance
• analyst entry level
How would you describe your time at claremont graduate university?
>Financial Accounting and Financial Statement Analysis
-Interpreted vertical, horizontal, and rolling forward common-size financial statements for Dell with total asset ??? $19 billion
-Computed compounded annualized growth rates and ROE using the original and extended DuPont systems, and calculated a company's financial ratios relative to its industry, to the aggregate economy, and to its own performance over time
-Constructed, reported and presented pro forma statements in Excel, Word and PowerPoint
>Corporate Finance and Fixed-Income Seminar
-Determined cost of capital & capital structure by applying WACC, degree of operating leverage, financial leverage, and the breakeven quantity of sales
-Performed capital budgeting by calculating and interpreting NPV, IRR, (discounted) payback period, and PI
-Calculated dividends and evaluated dividend policy's impact on shareholders' wealth
>Asset Management Practicum
-Participated in managing a real-world portfolio ??? $350,000
Evaluated part of the portfolio which mimics S&P 500 and found 0.66% tracking error
-Researched on momentum strategy , back-tested for the last 25 years and found geometric mean return of 17.69%
>Probability and Statistical Theory
-Collected data from the Federal Reserve, regressed the Dow Jones Index on CPI and interest rates with 30 years data using SAS and STATA, and determined .80 R-Squared
-Applied simulation techniques to evaluate common real options that faced new ventures
-Constructed VBA spreadsheet to simulate stock price at the end of 5 years using given current statistics and calculated the value of call option at expiration; commented on strategic decisions by evaluating statistical information produced from the simulation model
>Derivatives and Risk Management Seminar
-Managed financial risks and created synthetic products by: means of arbitrage, binomial option pricing, and put-call parity
-Applied put option to decrease the standard deviation of a company's profit over 8 years by 17% and increased its annual return by 15%
-Priced real options (warrants & structured notes) by using probability and forecasting outcomes of an offering strategy for Alza with a proceeds target of $40 million... 
