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Matlab and mathematica fuction need

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. This is need a document pm me.

And if u can do it pm me urgent thing I need.

Kỹ năng: Toán học, Matlab and Mathematica

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Về Bên Thuê:
( 0 nhận xét ) Brighton, United Kingdom

Mã Dự Án: #1047194

2 freelancer đang chào giá trung bình $110 cho công việc này


Lets do it

$100 USD trong 1 ngày
(1 Đánh Giá)

HI,I can finish it for you.Please check your PM.

$120 USD trong 2 ngày
(0 Đánh Giá)