I need a talented finance freelancer who can calculate the VaR (99%) over the next 252 trading days of 5 different stocks in a portfolio. If you can do this well please let me know.
The method used should be
1. EWMA 1: λ=0.94 for both variance and covariance.
2. EWMA 2: λ=0.94 for variance and λ=0.98 for covariance.
3. Historical Simulation 1: Rolling window with 252 trading days.
4. Historical Simulation 2: Rolling window with 100 trading days.
21 freelancere byder i gennemsnit $292 på dette job
Please review my profile as i have relevant skills and experience required for this project. Kindly send me a message to discuss further. Thanks, Asad Khan
I am a professional Financial Analyst and Financial Management expert holding years of experience in Valuation, Hedging and Quantitative Risks. I will be happy to discuss in detail.
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Hi, I can work on your project. I have a master degree in statistics with an overall experience of more than 9 years in statistical analysis using SAS ,R , SPSS ,stata and Excel
I am a data scientist having 8 + years of experience in data mining,data scrapping,data transformation,data visualization and statistical modelling & have worked with large MNC's.