A strong finance assignment or finance case study moves from a clearly stated decision problem through the relevant accounting data, a rigorous financial statement analysis, a well specified valuation or capital budgeting model, and a recommendation that reflects the real risks faced by the firm or the investor. This hub gathers our finance assignment help resources across corporate finance, investments, portfolio management, derivatives, fixed income, international finance and behavioral finance, with CFA, CFP and FRM exam preparation walkthroughs, Master of Business Administration finance concentration case studies, Master of Science in Finance capstone support, and doctoral finance research help in United States Generally Accepted Accounting Principles and International Financial Reporting Standards reporting environments.
How finance students use this hub
Undergraduate finance majors take a sequence that opens with financial accounting and managerial accounting, moves into the core corporate finance course built around time value of money, capital budgeting, cost of capital and capital structure, and then branches into investments, financial markets and institutions, international finance, derivatives and risk management, and a capstone course or internship. Master of Business Administration students with a finance concentration take the foundational financial reporting course, the core managerial finance course, and then select from advanced corporate finance, mergers and acquisitions, private equity and venture capital, fixed income analysis, equity valuation, derivatives and risk management, real estate finance and behavioral finance. Master of Science in Finance students take a concentrated curriculum with heavier mathematical and econometric content including stochastic calculus for finance, fixed income pricing, options and futures pricing, financial econometrics, and a thesis or applied research project.
Our finance resources are organized around this curriculum with worked finance case studies for the canonical decision problems in corporate finance and investments, full financial statement analysis exemplars for publicly traded United States and international firms, Excel and Python modeling walkthroughs for valuation capital budgeting and portfolio optimization, question banks for the Chartered Financial Analyst Levels One Two and Three, the Certified Financial Planner and the Financial Risk Manager Parts One and Two, and capstone and thesis deliverables for Master of Business Administration and Master of Science in Finance programs. For short turnaround problem sets on time value of money capital budgeting and ratio analysis, we recommend the homework help desk tutoring resources. For Master of Science in Finance theses, doctoral finance dissertations, and full mergers and acquisitions or private equity deal pitchbooks, we recommend the dissertation writing service study materials for students.
Finance writers on this hub hold at least a Master of Business Administration with a finance concentration, a Master of Science in Finance, or a Master of Science in Financial Engineering, with thirty eight percent carrying the Chartered Financial Analyst charter, twenty two percent holding the Financial Risk Manager certification and nineteen percent holding a Certified Public Accountant license. Nearly a quarter have practiced as analysts in investment banking, asset management, corporate development or equity research before moving to academic writing.
Time value of money, capital budgeting and cost of capital
Time value of money is the core analytical framework behind every capital budgeting decision, every bond and equity valuation, every mortgage and retirement calculation, and every lease and debt schedule. Worked problem sets on this hub cover present value and future value of single sums, present value and future value of ordinary annuities and annuities due, present value of growing annuities and growing perpetuities, and present value of uneven cash flow streams, with solutions that show the formula the financial calculator key sequence and the Microsoft Excel function side by side. Nominal rate, periodic rate and effective annual rate conversions, and continuous compounding with the exponential function are worked through with the Stalla and Kaplan Schweser exam style traps flagged so students see where the common errors come from.
Capital budgeting essays and problem sets on this hub cover the net present value rule, the internal rate of return rule, the modified internal rate of return rule, the profitability index, the discounted payback method, and the regular payback method, with worked comparisons that show why net present value is the dominant decision rule when projects are mutually exclusive and why internal rate of return fails when cash flow signs change more than once. Free cash flow to the firm and free cash flow to equity are derived from the income statement and the statement of cash flows through the canonical adjustments for depreciation, changes in working capital, capital expenditure and the tax shield on interest, and worked project valuations show how terminal value sensitivity and working capital assumptions dominate the final net present value. The weighted average cost of capital is built from the cost of equity through the Capital Asset Pricing Model with the risk free rate the equity risk premium and the equity beta, the cost of debt through the yield to maturity of the firm's outstanding debt, the marginal tax rate, and the target capital structure weights at market value.
Capital structure essays on this hub work through the Modigliani and Miller propositions in the no tax case and the corporate tax case, the trade off theory with the interest tax shield balanced against bankruptcy and financial distress costs, the pecking order theory with asymmetric information and the preference for internal funds over debt over equity, and the market timing theory with managers issuing equity when stock prices are high. Canonical case studies include the refinancing decision, the share repurchase versus dividend decision, the leveraged buyout structuring decision, and the optimal capital structure question for a specific firm with its tax rate, its cost of financial distress, its growth opportunities and its payout history.
Financial statement analysis and equity valuation
Financial statement analysis essays on this hub begin with a full vertical and horizontal analysis of the income statement, the balance sheet and the statement of cash flows, followed by a comprehensive ratio analysis across liquidity, solvency, activity, profitability and valuation categories. The DuPont decomposition of return on equity into net profit margin total asset turnover and equity multiplier is worked for a representative publicly traded firm with three to five years of comparative data, and the extended DuPont decomposition into tax burden, interest burden, earnings before interest and taxes margin, asset turnover and leverage is worked where the level of detail is appropriate. Quality of earnings analysis covers the accruals component versus the cash component of earnings, the classification of operating versus non operating items, the treatment of one time items and restructuring charges, and the analysis of revenue recognition under the United States Generally Accepted Accounting Principles and International Financial Reporting Standards frameworks.
Equity valuation essays on this hub cover the discounted cash flow model in its free cash flow to the firm and free cash flow to equity variants with an explicit forecast period of five to ten years followed by a terminal value computed with the Gordon growth formula or the exit multiple method, the dividend discount model in its single stage two stage and three stage variants for firms with stable sustainable and supernormal growth, and the residual income model with the clean surplus relationship. Comparable company analysis and precedent transactions analysis are worked through with the standard multiples including price to earnings, enterprise value to earnings before interest taxes depreciation and amortization, enterprise value to sales, price to book, and price to free cash flow, with attention to the screening and peer selection methodology and the treatment of one time items and capital structure differences. Worked valuations on our shelf cover Apple, Microsoft, Tesla, Amazon, JPMorgan Chase, Procter and Gamble, Johnson and Johnson, Exxon Mobil and several international firms with worked comparisons of GAAP and IFRS adjustments.
Financial modeling resources include fully functional Excel workbooks for three statement integrated models, discounted cash flow models, leveraged buyout models, merger models with accretion dilution analysis, and sensitivity and scenario analysis, with clear separation of inputs calculations and outputs, clean color coding for hard coded values versus formulas, and circularity handling for interest calculations. Python and R notebooks for portfolio optimization, Monte Carlo simulation, value at risk calculation, and backtesting are also available.
Investments, portfolio theory and asset pricing
Investments essays on this hub cover the security market line and the capital market line, the efficient frontier and the minimum variance portfolio, the separation theorem and the tangency portfolio, the Capital Asset Pricing Model and its extensions, arbitrage pricing theory, the Fama and French three factor and five factor models, the Carhart four factor model with the momentum factor, and the more recent q factor model. Worked problem sets cover mean variance optimization for a two asset portfolio with the efficient frontier and the minimum variance portfolio graphed for given expected return, variance and correlation assumptions, extension to the three and four asset case, incorporation of a risk free asset and the derivation of the tangency portfolio and the capital allocation line, and the computation of optimal risky portfolio weights under the Sharpe ratio maximization objective.
Performance evaluation essays on this hub cover the Sharpe ratio, the Treynor ratio, the Jensen alpha, the information ratio, and the Sortino ratio, with attention to the choice of benchmark and the adjustment for survivorship bias and backfill bias in mutual fund and hedge fund return datasets. Style analysis through the Sharpe quadratic programming method and through factor regression is worked through for a representative equity mutual fund. Active and passive portfolio management, index construction methodologies including price weighted value weighted and equal weighted, smart beta and factor investing, and the evolution of exchange traded funds as vehicles for both passive and factor based investing are covered in representative essays.
Fixed income essays on this hub cover bond pricing from the discounted cash flow perspective, yield to maturity and yield to call computations, the yield curve and its term structure explanations through the expectations hypothesis the liquidity preference theory and the market segmentation theory, duration and convexity for interest rate risk measurement, key rate duration for non parallel yield curve shifts, and spread measures including the nominal spread the zero volatility spread and the option adjusted spread. Credit analysis covers the Altman Z score model, the Merton structural model of default, the reduced form models of default, and the credit rating agency methodology, with worked case studies on investment grade and high yield corporate bonds, municipal bonds and sovereign debt.
Derivatives, risk management and financial engineering
Derivatives essays on this hub cover forward and futures contracts with the cost of carry pricing relationship, options with the put call parity relationship, the Black Scholes Merton model for European options with the classical assumptions and the delta gamma theta vega rho greeks, the binomial option pricing model for American options and for options with dividends, and the Monte Carlo simulation approach for path dependent and exotic options. Worked examples include the pricing of stock index futures and options, interest rate futures and options, foreign exchange forwards and options, commodity futures, credit default swaps, interest rate swaps and cross currency swaps. The Black model for options on futures, the Heath Jarrow Morton framework for interest rate derivatives, and the LIBOR market model are introduced at the appropriate level for Master of Science in Finance students.
Risk management essays on this hub cover market risk through value at risk with the historical simulation the variance covariance and the Monte Carlo simulation methods, expected shortfall as the coherent risk measure alternative, stress testing and scenario analysis, credit risk through exposure at default probability of default and loss given default, counterparty credit risk and the credit valuation adjustment, operational risk through the loss distribution approach and the advanced measurement approach, and liquidity risk through the funding liquidity and market liquidity frameworks. The Basel capital accords from Basel One through Basel Three and the contemporary Basel Three Point One reforms are covered with attention to the risk weighted asset computation the leverage ratio the liquidity coverage ratio and the net stable funding ratio.
Financial engineering essays on this hub cover structured products including equity linked notes principal protected notes reverse convertible notes and autocallable notes, asset backed securities including mortgage backed securities collateralized loan obligations and asset backed commercial paper, and the canonical cases from the 2007 to 2009 financial crisis on collateralized debt obligations credit default swaps and the synthetic securitization structures that amplified the crisis. Exotic options including barrier options Asian options lookback options and digital options are priced through the relevant analytical formulas or the appropriate numerical methods.
Corporate finance, mergers and acquisitions, private equity
Corporate finance essays on this hub cover the investment decision through capital budgeting, the financing decision through capital structure and payout policy, and the working capital decision through cash management inventory management and accounts receivable management. Payout policy essays cover the dividend irrelevance proposition of Miller and Modigliani, the bird in the hand argument, the tax clientele argument, the signaling argument, and the share repurchase versus dividend choice with attention to the tax treatment and the market response in event studies. Agency theory essays cover the principal agent problem between shareholders and managers, the free cash flow hypothesis of Michael Jensen, the canonical responses through debt governance executive compensation and the market for corporate control, and the contemporary stakeholder capitalism debate.
Mergers and acquisitions essays on this hub cover the strategic rationale for mergers through synergy revenue enhancement cost reduction and financial engineering, the valuation of the target through the discounted cash flow comparable company precedent transactions and leveraged buyout methods, the structuring of the transaction through stock for stock cash tender offer and mixed consideration, the accounting treatment under the acquisition method, the accretion dilution analysis for earnings per share, the tax considerations including the treatment of net operating losses and the Section 382 limitation, and the post merger integration planning. Canonical case studies include the Kraft Heinz merger, the Disney Twenty First Century Fox acquisition, the Amazon Whole Foods acquisition, the Microsoft LinkedIn acquisition, and the canonical failed deals including the AOL Time Warner merger and the Daimler Chrysler merger.
Private equity and venture capital essays on this hub cover the leveraged buyout model with the sources and uses of funds the debt schedule the operating model and the exit analysis, the internal rate of return and the multiple of invested capital as the standard performance measures, the fund structure with the general partner and limited partner roles the management fee and the carried interest, and the venture capital deal structure with the liquidation preference the anti dilution protection the board composition and the drag along and tag along rights. Canonical case studies cover the Kohlberg Kravis Roberts RJR Nabisco buyout, the Bain Capital Toys R Us buyout and the contemporary take private transactions in the software and health care sectors.
International finance, FinTech and behavioral finance
International finance essays on this hub cover the foreign exchange market with spot forward and swap transactions, the interest rate parity relationship covered and uncovered, the purchasing power parity relationship absolute and relative, the international Fisher effect, and the international capital asset pricing model with country risk premium adjustments. Cross border capital budgeting covers the adjusted present value method for projects in foreign jurisdictions, the treatment of exchange rate risk through hedging with forward contracts currency options and currency swaps, the treatment of political risk through multilateral investment guarantees and through country risk discount rate adjustments, and the choice between financing subsidiaries in local currency or parent currency. Canonical case studies cover the multinational firm capital structure decision, the foreign direct investment decision, and the hedging decisions faced by firms with significant foreign currency exposure.
FinTech essays on this hub cover digital payments and the evolution from cards through mobile wallets to real time payment systems, peer to peer lending and the credit scoring models that support it, robo advisors and the low cost portfolio management they deliver, blockchain and distributed ledger technology with attention to the consensus mechanisms and the smart contract functionality, cryptocurrencies and the valuation models that have been proposed for them, decentralized finance and the lending borrowing and automated market making protocols, central bank digital currencies and the design choices they present, and regulatory technology and supervisory technology that deliver compliance and oversight through data analytics and machine learning. Behavioral finance essays cover the prospect theory of Kahneman and Tversky with the value function and the probability weighting function, the heuristics and biases program with anchoring availability representativeness and overconfidence, the limits to arbitrage argument, the investor behavior anomalies in asset pricing including the momentum anomaly the post earnings announcement drift and the disposition effect, and the applications to retirement savings and choice architecture under the thinking from Richard Thaler and Cass Sunstein.
CFA, CFP, FRM and other finance exam preparation
Chartered Financial Analyst Level One study resources on this hub cover ethical and professional standards, quantitative methods, economics, financial statement analysis, corporate issuers, equity investments, fixed income, derivatives, alternative investments and portfolio management, with learning outcome statement aligned question banks and worked answers for the approximately one hundred eighty question morning and afternoon sessions. Chartered Financial Analyst Level Two resources add the item set format question banks with the vignette and six related questions, the deeper coverage of equity valuation fixed income analysis derivatives pricing and alternative investments, and the portfolio management applications to institutional investors. Chartered Financial Analyst Level Three resources cover the constructed response essay format, the private wealth and institutional portfolio management applications, the behavioral finance applications to portfolio construction, and the performance evaluation and attribution methodology.
Certified Financial Planner study resources cover the eight principal knowledge topics of professional conduct and regulation, general financial planning principles, education planning, risk management and insurance planning, investment planning, tax planning, retirement savings and income planning, and estate planning, with case study style question sets aligned to the Certified Financial Planner Board exam blueprint. Financial Risk Manager Part One resources cover the foundations of risk management, quantitative analysis, financial markets and products, and valuation and risk models. Financial Risk Manager Part Two resources cover market risk measurement and management, credit risk measurement and management, operational risk and resilience, liquidity and treasury risk, risk management and investment management, and current issues in financial markets. Chartered Market Technician, Certified Investment Management Analyst and Certified Treasury Professional exam preparation resources are available on request.
MBA finance case studies, capstone and doctoral research
Master of Business Administration finance case studies on this hub follow the Harvard Business School case method with the opening context paragraph the protagonist the decision problem the available data and the key question, followed by a structured response that walks through the strategic framing the quantitative analysis the qualitative considerations and the recommendation with implementation. Canonical cases include the Marriott Corporation cost of capital case, the Midland Energy Resources cost of capital case, the Wal-Mart stores cost of capital case, the Kellogg Company financing decision case, the Kraft Foods bid for Cadbury case, and the numerous Harvard Business School private equity leveraged buyout cases. Worked responses demonstrate proper use of Excel models clear display of assumptions transparent sensitivity analysis and a recommendation that is defensible under challenge from the classroom discussion.
Master of Science in Finance capstone and Master of Business Administration finance concentration capstone deliverables include a full valuation of a publicly traded firm with the discounted cash flow comparable company and precedent transactions methods, a proposed trading strategy with backtesting and performance evaluation, a proposed hedging strategy for a specific firm with exposure identification risk quantification and hedge design, a private equity deal pitchbook with target screening valuation financing structure and return analysis, or a policy oriented paper on a current regulatory or market structure topic. Doctoral finance research support covers empirical asset pricing papers, corporate finance papers, market microstructure papers, and behavioral finance papers, with proper econometric methodology from panel data methods through generalized method of moments and machine learning techniques. Common credit eligible deliverables include a full finance case analysis of five to fifteen pages, a company valuation of twenty to forty pages, a Master of Business Administration finance concentration capstone paper of thirty to sixty pages, a Master of Science in Finance thesis of sixty to one hundred twenty pages, and a doctoral finance dissertation chapter of forty to eighty pages.
How we choose writers and reviewers
Finance writers on this hub hold at least a Master of Business Administration with a finance concentration, a Master of Science in Finance, or a Master of Science in Financial Engineering from an Association to Advance Collegiate Schools of Business accredited program, with thirty eight percent carrying the Chartered Financial Analyst charter, twenty two percent holding the Financial Risk Manager certification, nineteen percent holding a Certified Public Accountant license, and twelve percent holding a doctorate in finance or financial economics. Writers must pass a finance technical assessment covering time value of money capital budgeting capital structure discounted cash flow valuation and financial statement analysis, and must submit a sample finance case study and a sample equity valuation for editorial review before receiving assignments. Reviewers hold the Chartered Financial Analyst charter or a doctorate in finance and have been published in journals indexed in the Journal of Finance the Review of Financial Studies the Journal of Financial Economics the Journal of Corporate Finance or the Journal of Portfolio Management, or have practiced as senior analysts or principals at investment banks asset managers or private equity firms.
Every finance deliverable is audited twice. The first audit verifies the conceptual framing the choice of method and the appropriate treatment of the firm specific and market specific data. The second audit verifies the numerical accuracy of the Excel or Python models, the correct application of the tax rate the discount rate and the terminal value assumptions, and the appropriate benchmarking against comparable firms or comparable transactions. Our author for this hub is Dr. Clara Bennett, PhD Behavioral and Social Sciences, Social Sciences and Business Editorial Lead, with coverage across business marketing finance accounting and organizational psychology and teaching experience in investments portfolio management and corporate finance. Our reviewer is Dr. Naomi Alvarez, PhD Applied Mathematics and Data Science, STEM Editorial Lead, with cross domain expertise in quantitative finance financial econometrics and computational methods for derivatives pricing. Every section of this hub has been verified against the current Chartered Financial Analyst Institute curriculum the Global Association of Risk Professionals Financial Risk Manager curriculum the Certified Financial Planner Board learning objectives the Financial Accounting Standards Board Accounting Standards Codification and the International Accounting Standards Board International Financial Reporting Standards as of April 2026.
Reviews and ratings
- "The worked Apple valuation used a five year explicit forecast with a Gordon growth terminal value, built the weighted average cost of capital from current market data for the risk free rate the equity risk premium and the equity beta, and delivered a sensitivity table on the terminal growth and the weighted average cost of capital. My corporate finance professor called the spreadsheet a textbook example of clean discounted cash flow modeling." Master of Business Administration student, corporate finance. Rating 5 out of 5.
- "The financial statement analysis of JPMorgan Chase with the DuPont decomposition the extended DuPont decomposition and a three year quality of earnings analysis spotted the loan loss provision trend and the non interest income composition that the case question specifically asked about. My accounting professor used it as the model response." Master of Science in Finance student, financial statement analysis. Rating 5 out of 5.
- "The portfolio optimization Excel workbook for a four asset case with the efficient frontier the minimum variance portfolio and the tangency portfolio under a given risk free rate had clean input calculation and output separation and the sensitivity to correlation assumptions was presented as a heat map. My investments professor rated the model top of the class." Undergraduate finance major, investments. Rating 5 out of 5.
- "The Chartered Financial Analyst Level Two item set walkthrough on equity valuation clarified the free cash flow to equity versus free cash flow to the firm distinction and the treatment of the terminal value under the two stage dividend discount model. I passed Level Two on my first attempt." Chartered Financial Analyst Level Two candidate. Rating 5 out of 5.
- "The leveraged buyout model for a take private transaction with sources and uses debt schedule operating model and exit analysis built a clean sensitivity table on the exit multiple and the purchase multiple and produced internal rate of return and multiple of invested capital figures that matched my interview case. I received the private equity analyst offer." Master of Business Administration student, private equity. Rating 4 out of 5.
References and further reading
- Brealey RA Myers SC and Allen F. Principles of Corporate Finance. Fourteenth edition. McGraw Hill.
- Damodaran A. Investment Valuation: Tools and Techniques for Determining the Value of Any Asset. Third edition. Wiley.
- Bodie Z Kane A and Marcus AJ. Investments. Twelfth edition. McGraw Hill.
- Hull JC. Options, Futures, and Other Derivatives. Eleventh edition. Pearson.
- Fabozzi FJ. Bond Markets, Analysis, and Strategies. Tenth edition. Pearson.
- Koller T Goedhart M and Wessels D. Valuation: Measuring and Managing the Value of Companies. Seventh edition. McKinsey and Company.
- CFA Institute. CFA Program Curriculum. Current edition.
- Global Association of Risk Professionals. Financial Risk Manager Handbook. Current edition.
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