Lukket

Need expert who is good at Risk Management and Derivatives

You will be asked to calculate the following. 10-day VaR for the bond at a confidence level of 99%. Note: This risk estimate applies to the next 10 trading days from September 2, 2019 until September 13, 2019 (i.e. – it should be a forecast of risk). Need to give me several options for how to compute this risk measure, a) the normal distribution using the EWMA for volatility, or b) a normal distribution based on a rolling window for volatility, and c) historical simulation using a rolling window. All three methods require choosing parameters to assign weight to past data, λ for the EWMA and the window length for the rolling windows. You will consider the following. Normal Distribution (EWMA) λ=0.94 Normal Distribution (RW) Rolling window with 252 trading days. Historical Simulation (HS) Rolling window with 252 trading days.

Evner: Finans, Certified Public Accountant, Financial Modeling, Regnskab

Se mere: writing risk management software, need work good essay writer, risk management titles, irm citigroup risk management, website design risk management matrix, need complete project database management system hospital, need topic related business management, graphic design risk management, risk management graphic, i need a good excel expert in singapore, risk management in derivatives market, importance of derivatives in risk management, derivatives and risk management pdf, risk management expert salary, derivatives and risk management mba notes, role of financial derivatives in risk management, derivatives are effective risk management tools, risk management in derivatives project, fraud risk management: a guide to good practice

Om arbejdsgiveren:
( 14 bedømmelser ) Bratislava, Slovakia

Projekt ID: #31644387

6 freelancere byder i gennemsnit €18 timen for dette job

ShaikhAneesa

Hey mate, Thanks for taking time out to read my proposal. I'm working in this field for around 9 years, holding a Masters degree in Finance. I have read your project i can help you with accounts and finance I have a Flere

€30 EUR in 7 dage
(9 bedømmelser)
5.9
(2 bedømmelser)
3.4
(7 bedømmelser)
2.3
(1 bedømmelse)
1.4
krishan343074

I am a data entry operator your work complete in 7 days and best working performance in your work for data entry

€19 EUR in 7 dage
(0 bedømmelser)
0.0
ratnasaikosuru

Hi, i have cleared part 1 of FRM (Financial risk manager ) by GARP. i can fulfill your requirements by providing an excel sheet to do the mentioned calculations

€25 EUR in 15 dage
(0 bedømmelser)
0.0