Finance & Economics Examples
Natural language prompts for financial modeling and economic analysis.
Options Pricing
Price a European call option using Black-Scholes
Compute option Greeks (delta, gamma, vega, theta, rho)
Price an American put option using binomial tree
Model implied volatility surface
Price a barrier option using Monte Carlo
Compute the VIX from option prices
Price Asian options with arithmetic average
Model volatility smile and skew
Price options with stochastic volatility (Heston model)
Compute early exercise boundary for American options
Portfolio Management
Compute the efficient frontier for a set of assets
Optimize a portfolio using mean-variance analysis
Calculate Value at Risk (VaR) using historical simulation
Compute portfolio beta and alpha
Implement Black-Litterman portfolio optimization
Calculate the Sharpe ratio and information ratio
Model portfolio rebalancing costs
Compute risk parity portfolio weights
Analyze factor exposures of a portfolio
Implement robust portfolio optimization
Fixed Income
Compute bond price and yield to maturity
Calculate duration and convexity
Build a yield curve from bond prices
Price an interest rate swap
Model credit spread dynamics
Calculate the DV01 of a bond portfolio
Price a convertible bond
Model prepayment risk for mortgages
Compute the forward rate curve
Price a callable bond using lattice methods
Risk Management
Compute VaR using parametric, historical, and Monte Carlo methods
Calculate Expected Shortfall (CVaR)
Model credit risk using Merton model
Compute counterparty credit exposure
Analyze correlation breakdown in crisis
Model operational risk using LDA
Calculate regulatory capital requirements
Stress test a portfolio under scenarios
Compute liquidity-adjusted VaR
Model systemic risk contagion
Derivatives & Structured Products
Price a credit default swap
Model CDO tranche losses
Price a variance swap
Compute the Greeks for exotic options
Model a total return swap
Price inflation-linked bonds
Model a constant proportion portfolio insurance (CPPI)
Price a range accrual note
Model autocallable structured products
Compute correlation sensitivity for basket options
Time Series & Forecasting
Fit ARIMA model to stock returns
Model volatility clustering with GARCH
Compute autocorrelation and partial autocorrelation
Test for cointegration between assets
Implement exponential smoothing forecasts
Model regime switching in markets
Compute rolling correlations and betas
Forecast realized volatility
Analyze lead-lag relationships
Model mean reversion and half-life
Algorithmic Trading
Backtest a momentum strategy
Compute transaction costs and slippage
Implement a pairs trading strategy
Model market microstructure and bid-ask spread
Optimize trade execution (TWAP, VWAP)
Analyze order book dynamics
Compute optimal position sizing (Kelly criterion)
Model market impact of large trades
Implement a market making strategy
Analyze trading signals and alpha decay
Macroeconomics
Solve a DSGE model and compute impulse responses
Model the IS-LM framework
Analyze the Phillips curve relationship
Simulate a real business cycle model
Model monetary policy with Taylor rule
Analyze fiscal multipliers
Model exchange rate dynamics
Compute the natural rate of interest
Model optimal taxation
Analyze the effects of quantitative easing
Microeconomics
Solve for Nash equilibrium in a game
Model Cournot and Bertrand competition
Compute consumer and producer surplus
Model adverse selection in insurance
Analyze auction design and bidding
Model monopoly pricing with market power
Compute general equilibrium prices
Model search and matching in labor markets
Analyze mechanism design problems
Model network effects and platform competition
Econometrics
Estimate a linear regression with heteroskedasticity
Implement instrumental variables estimation
Test for Granger causality
Estimate a panel data model with fixed effects
Compute difference-in-differences estimator
Implement propensity score matching
Estimate a quantile regression
Model sample selection (Heckman correction)
Implement synthetic control method
Estimate a structural VAR model
Corporate Finance
Compute the weighted average cost of capital (WACC)
Build a DCF valuation model
Analyze capital structure optimization
Compute economic value added (EVA)
Model dividend policy decisions
Analyze mergers and acquisition synergies
Compute the real options value of a project
Model working capital management
Analyze leverage and financial distress
Compute the cost of equity using CAPM
Cryptocurrency & DeFi
Model cryptocurrency price dynamics
Compute impermanent loss in AMM pools
Analyze on-chain transaction patterns
Model staking rewards and inflation
Compute gas optimization strategies
Analyze DEX arbitrage opportunities
Model tokenomics and supply dynamics
Compute optimal liquidation thresholds
Analyze flash loan attack vectors
Model yield farming strategies