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Monte Carlo simulation for Excel for risk analysis

We are a Power Retailer operating on a deregulated energy market, and we need to develop a tool for evaluation of risk exposure on the existing and / or forecasted portfolio using Monte Carlo simulation for Excel..

The tool has to allow us to:

- define risk scenarios, such as hedging contracts, books, demand curves, price indexes, selling contracts

- define the algorithm variables

- etc

The target is the Hedging Strategy Optimisation, i.e. determine the mix of derivative contracts to achieve an optimal risk / return outcome:

• Mark-to-market

• Profit & Loss

• Margin calls

• Exposure calculations

• VaR

• CVar

• PaR etc.

In other words, given different scenarios and variables, we’d like to perform a simulation to determine the possible outcomes, and how likely are they to occur.

Compétences : Excel, Finance, Marchés Financiers, Matlab and Mathematica, Statistiques

Voir plus : monte carlo simulation excel, monte carlo cvar excel, simulation var excel, monte carlo excel, us algorithm, excel energy, develop algorithm, define algorithm, algorithm tool, monte carlo simulation, mathematica price, excel mark, excel exposure, simulation, simulation matlab, price excel, monte, matlab for, matlab excel, market risk, excel us, energy market, derivative, portfolio optimisation excel, excel portfolio

Concernant l'employeur :
( 5 commentaires ) Paterna, Spain

N° du projet : #1642771

20 freelance ont fait une offre moyenne de 2396 $ pour ce travail

MikroStar

hi, i can help.

2100 $ USD en 120 jours
(28 Commentaires)
6.1
WebDesignall

Hi We can help you we are math graduated with master degree in financial Math, we can provide you with the best solution, please check PM for more details Best regards

3000 $ USD en 20 jours
(30 Commentaires)
6.0
raiseq

Good in finance and modeling

3000 $ USD en 45 jours
(20 Commentaires)
5.8
bchandra1955

Professional simulation domain expert here, I have 34 years of experience and I have worked on more then 100 projects till date.

2475 $ USD en 60 jours
(22 Commentaires)
4.7
hmramezani

I can handle it for you. Plz cjeck your PM for more info.

2200 $ USD en 40 jours
(6 Commentaires)
4.6
srinichal

I look forward to deliver the project

2600 $ USD en 18 jours
(4 Commentaires)
4.5
danielvargas

Industrial engineer working with advanced applied statistics, data mining, modeling and simulation since 2002. Please check PMB.

1800 $ USD en 10 jours
(3 Commentaires)
3.6
kumarkmb

Hi, I am interested in working for your projects. Please see PM for details.

2000 $ USD en 15 jours
(1 Commentaire)
2.6
Raghavanps

See private message

2000 $ USD en 30 jours
(2 Commentaires)
1.0
cmwconsultingpl

No one with similar experience is able to offer lower price.

2500 $ USD en 28 jours
(0 Commentaires)
0.0
KasiaL

I am a great authority in this field, specialized in market risks, using excel for analysing. Let's start

2000 $ USD en 14 jours
(0 Commentaires)
0.0
jennifergibbs

Good Morning! My name is Adam Graham, and I am a senior strategist and small business development consultant with G2 Group. G2 group is a small business marketing and development company with offices in Jacksonville FL Plus

2500 $ USD en 30 jours
(0 Commentaires)
2.2
gurjeet01

Hi, I am graduated from Indian Institute of Technology New Delhi in 2007, in "Industrial and Production Engineering" which is considered to be among the best institutes in Asia and world imparting technical educ Plus

2500 $ USD en 30 jours
(0 Commentaires)
0.0
antoonio

Hello, I can make modeling, analysis and optimization of the statistical data. Check my PM. Regards

5000 $ USD en 60 jours
(0 Commentaires)
0.0
paklancer

Hi, Please see the PMB

2000 $ USD en 30 jours
(0 Commentaires)
0.0
RLT

Dear Sir, I'm Electronics engineering and 15 year experience I have. I had worked 13 year at Reserch Institue in Turkey. I have generated several codes until. Languages which I know listed below. -C++ -Visual C++ - Plus

1500 $ USD en 30 jours
(0 Commentaires)
0.0
Kinjalmahajan

Hi, I would like to work on this project. Regards

1850 $ USD en 9 jours
(0 Commentaires)
1.0
Mulukkano

Hi Sir, I can develop Excel VBA tools for you. I am very strong at Programming and Mathematics. Thank you very much. Best Regards, Sayed Mulkhan F

2700 $ USD en 20 jours
(0 Commentaires)
0.0
Wonderer

Hi We've done complex projects in Excel in the past. Can show you examples. Thanks Valery

2999 $ USD en 30 jours
(0 Commentaires)
0.0
Seepre

I will submit the project within 20 days and 100% accuracy.

1500 $ USD en 20 jours
(0 Commentaires)
0.0