Annulé

4600words eassy

Description

Wanted urgently delivery on 4th May Midnight 4500 words

Assessment Dissertation for Corporate and Financial Risk Analysis

1) Study the definition of hedge funds, study the investment strategies of hedge funds defined in IAM Strategy Definitions file.

Must explain how such strategies can be monitored and executed in real life situations using examples. Examples should involve at least one real asset with prices downloaded from Yahoo Finance or from IAM data sheets, explain the reason why you decide to choose data from Yahoo or from IAM sheets.

2) Study the quantitative aspects of hedging, using options and/or complimentary assets (eg. Oil and airline) to see if such strategies make sense. Must use asset prices from yahoo or IAM data sheets in illustration. The results must be performance comparison, in figures or graphs, not general statements.

3) Explain the role of risk analysis in portfolio protection and how such analysis should be implemented in practice.

4) Study the coherence definition for risk functions, use concrete example to illustrate why coherence and incoherence are needed in different circumstances (cf the IAM discussion paper).

5) Take a couple of risk functions to verify, using numerical examples, if they are coherent or incoherent. (cf IAM discussion papers)

6) Study the definition of the following risk functions and how they are computed using MATLAB with concrete examples:

VaR

Expected Tail loss

Omega

Drawdown

7) Use some of the Peer Group data to construct a 20 variable VaR function, minimize it using MATLAB Optimization Tool Box. Choose sub-time intervals to compare the performance of thus formed portfolio against equal-weight ETF.

Compétences : Rédaction scientifique

Voir plus : yahoo-finance, writing sheets, writing practice sheets, writing portfolio examples, writing functions in matlab, writing functions, writing definition, writing a function in matlab, writing academic life, why use graphs, why study academic writing, strategies of academic writing, strategies for academic writing, practice writing sheets, practice writing paper, numerical figures, how to practice writing, hedging academic writing, examples of different graphs, example of graphs, description of graphs, definition writing, definition of writing, definition of academic writing, coherent

Concernant l'employeur :
( 0 commentaires ) Brighton, United Kingdom

N° du projet : #1046912

1 freelancer is bidding on average $250 for this job

KabeerAhmed

Again! I will do it.

250 $ USD en 2 jours
(0 Commentaires)
0.0