Competition involved analyzing the publicly-traded company, PennyMacFinancial Services Inc., and receiving hands-on training in financial and investment analysis to present a stock pitch to a panel of CFA Charterholders.
Project URL: Project & Recording
Developed a state-level Telehealth Cost Savings Model to evaluate the financial impact of pre-hospital telehealth programs across 31 U.S. states.
Discovered potential annual reductions in healthcare and hospital expenditures directly attributable to telehealth implementation.
Project: Telehealth Model
Developed and analyzed the Heston model, incorporating stochastic volatility to more accurately reflect real-world market behavior compared to the constant-volatility assumption of the Black–Scholes–Merton framework.
Demonstrated that, despite increased computational complexity, the Heston model provides more accurate pricing for European call options, particularly over longer time horizons with stable volatility.
Project URL: Model Validation
Developed a valuation model for FedEx Corporation incorporating its core logistics segments, including express and ground delivery.
Applied a discounted cash flow framework using financial performance, market position, and strategic outlook to support a strong-buy recommendation based on projected fundamentals.
Model URL: Valuation
Developed a fully automated shipping operations system using Google Workspace and Apps Script.
Enabled customers to receive personalized shipping details immediately upon registration and implemented one-click invoice matching to internal package logs, streamlining operations and significantly reducing manual overhead.
Company Demo Link: https://linktr.ee/shippingdemo
Applied finite difference methods to solve the Black–Scholes–Merton equation using Explicit, Implicit, and Crank–Nicolson schemes for option pricing.
Compared results against the Cox–Ross–Rubinstein binomial model, finding that all three methods closely match Black–Scholes values, with Crank–Nicolson demonstrating faster convergence and superior efficiency.
Project URL: Valuation