"Introduction to Principles of Financial Engineering" (2020)
Python trying with Disney's Annual Report 2019
The project developed by the team I collaborated with is inspired by the work done by Black, Scholes and Merton in the 1970s. In order to be able to test the validity of the model, with the help of the Pycharm software and the QuantLib library for quantitative finance available on GitHub, my team and I proceeded to implement the model itself on a real case study. The goal of our workshop was to try to reconstruct the capital structure of a specific company through the Python programming language, using the information disclosed in the financial statements and the Black & Scholes model for the construction of put-call options. The analysis revealed the congruity of the empirical data with the theoretical model used and, especially with regard to the equity valuation objective, it was possible to identify a strong correspondence with other valuation methods.