Đang Thực Hiện

Urgent Corporate and Financial Risk Analysis 4500 words

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.

Kỹ năng: Research Writing

Xem thêm: example 4500 words, study coherence risk functions, coherence definition risk functions iam, iam data sheets hedge funds, coherence definition risk functions, yahoo-finance, writing sheets, writing practice sheets, writing portfolio examples, writing functions in matlab, writing functions, writing definition, writing analysis, writing a function in matlab, writing academic life, why use graphs, why study academic writing, the use of academic words, strategies of academic writing, strategies for academic writing, practice writing sheets, practice writing paper, numerical figures, how to practice writing, hedging academic writing

Về Bên Thuê:
( 3 nhận xét ) Reading, United Kingdom

Mã Dự Án: #1043576

Đã trao cho:

king112233

I am the perfect guy you need. Please read private message Sir.

$250 USD trong 2 ngày
(1 Đánh Giá)
0.0

5 freelancer đang chào giá trung bình $320 cho công việc này

ishtiak146

dear sir, please check PMB... thanks

$250 USD trong 3 ngày
(84 Đánh Giá)
5.9
luna85

I can offer the best service for this task with keeping the quality and effectivity of this task. I am able to deliver this project within 4 days and very much interested to discuss with you about the project requireme Thêm

$450 USD trong 4 ngày
(0 Đánh Giá)
0.0
Anjilinasean

Please check my PM!

$400 USD trong 3 ngày
(0 Đánh Giá)
0.0
KabeerAhmed

I have done it already.

$250 USD trong 2 ngày
(0 Đánh Giá)
0.0