open to derivativesopen to nine ways of hedging
Eight weeks in Axis Bank's finance team, one model, nine strategies
Payoffs from the project's own strategy set, drawn live; premiums as modelled.
hedging strategies modelled
in the finance team
with inputs you can shift to any price
My time here · Summer, BBA
InAxisBank'sfinanceteam,Ibuiltabasemodelwherestrike,premiumandspotcanbeshifted,andusedittoworkthroughninehedgingstrategies,fromalongcalltoabutterfly.Alongside,Isupportedinvestorrelationsandtrackedmarketrates.
Axis Bank · scene by scene
The work, acted out.
Scroll on: each scene is one part of what I did here.
One model, any market.
- 01
One model, any market.
A base model where strike, premium and spot can be changed, so each strategy's payoff can be read for whatever the market does.
- 02
From a single option to a butterfly.
Vanilla calls and puts, bull and bear spreads, covered calls, protective puts and a butterfly, each drawn as a payoff.
- 03
The bank behind it.
Axis Bank's profile, three years of financials, and SWOT and PESTEL views of the bank and the industry.
- 04
Inside investor relations.
Day to day, the work supported investor relations and tracked market rates alongside the modelling.