Calculating the parameters the RiskMetrics way

DINAMIKA RISET WILL HELP YOU TO FINISH YOUR THESIS/DISSERTATION, CONTACT PERSON Wawan 081294635021  Below are some topics which important for your thesis/dissertation: Calculating the parameters the RiskMetrics way Estimating volatility Correlation The CreditMetrics dataset Yield curves Spreads Transition matrices Correlations The Credit-Metrics methodology A portfolio of risky bonds Credit-Metrics model outputs We are experienced Consultant to help you finish your Thesis/Dissertation We are located in South Jakarta, Kuningan, Rasuna Said Crash-Metrics Why do banks go broke? Market crashes Crash-Metrics Crash-Metrics for one stock Portfolio optimization and the Platinum hedge Other 'cost' functions The multiasset/singleindex model Assuming Taylor series for the moment Portfolio optimization and the Platinum hedge in the multiasset model The marginal effect of an asset The multiindex model Incorporating time value Margin calls and margin hedging What is margin? Modeling margin The single-index model Counterparty risk Simple extensions to Crash-Metrics The Crash-Metrics Index (CM!) We are experienced Consultant to help you finish your Thesis/Dissertation We are located in South Jakarta, Kuningan, Rasuna Said Derivatives **** Ups Orange County Proctor and Gamble Metallgesellschaft Basis risk Gibson Greetings Barings Long-Term Capital Management Overview of Numerical Methods Finite-difference methods Efficiency Program of study Monte Carlo methods Efficiency Program of study Numerical integration Efficiency Program of study We are experienced Consultant to help you finish your Thesis/Dissertation We are located in South Jakarta, Kuningan, Rasuna Said Finite-difference Methods for Onefactor Models Grids Differentiation using the grid Appromaxiting Appromaxiting A Appromaxiting F Example Bilinear interpolation Final conditions and payoffs Boundary conditions The explicit finite-difference method The Black-Scholes equation Convergence of the explicit method The Code #European option The Code #American exercise The Code #D output Upwind differencing We are experienced Consultant to help you finish your Thesis/Dissertation We are located in South Jakarta, Kuningan, Rasuna Said Monte Carlo Simulation Relationship between derivative values and simulations-equities, indices, currencies, commodities Generating paths Lognormal underlying, no path dependency Advantages of Monte Carlo simulation Using random numbers Generating Normal variables Box-Muller Real versus risk neutral, speculation versus hedging Interest rate products Calculating the greeks Higher dimensionsCholesky factorization

DINAMIKA RISET WILL HELP YOU TO FINISH YOUR THESIS/DISSERTATION, CONTACT PERSON Wawan 081294635021   Below are some topics which important for your thesis/dissertation: Calculation time Speeding up convergence Antithetic variables Control variate technique Pros and cons of Monte Carlo simulations American options Longstaff & Schwartz regression approach for American options Basis functions We are experienced Consultant to help you finish your Thesis/Dissertation We are located in South Jakarta, Kuningan, Rasuna Said Numerical Integration Regular grid Basic Monte Carlo integration Lowdiscrepancy sequences Advanced techniques We are experienced Consultant to help you finish your Thesis/Dissertation We are located in South Jakarta, Kuningan, Rasuna Said A All the Math You Needand No More (An Executive We are experienced Consultant to help you finish your Thesis/Dissertation We are located in South Jakarta, Kuningan, Rasuna Said Differentiation and Taylor series Differential equations Mean, standard deviation and distributions Forecasting the Markets? A Small Digression Technical analysis Plotting Support and resistance Trendlines Moving averages Relative strength Oscillators Bollinger bands Miscellaneous patterns Japanese candlesticks Point and figure charts BWave theory Elliott waves and Fibonacci numbers Gann charts Other analytics BMarket microstructure modeling Effect of demand on price