Equity and FX forwards and futures when rates are stochastic

DINAMIKA RISET WILL HELP YOU TO FINISH YOUR THESIS/DISSERTATION, CONTACT PERSON Wawan 081294635021 Below are some topics which important for your thesis/dissertation: Equity and FX forwards and futures when rates are stochastic Forward contracts Futures contracts The convety adjustment We are experienced Consultant to help you finish your Thesis/Dissertation We are located in South Jakarta, Kuningan, Rasuna Said Yield Curve Fitting Ho & Lee The extended Vasicek model of Hull & White Yieldcurve fitting FOR and AGAINST FOR AGAINST Other models We are experienced Consultant to help you finish your Thesis/Dissertation We are located in South Jakarta, Kuningan, Rasuna Said Interest Rate Derivatives Callable bonds Bond options Market practice Caps and floors Cap/floor parity The relationship between a caplet and a bond option Market practice Collars Stepup swaps, caps and floors Range notes Swaptions, captions and floortions Market practice Spread options Index amortizing rate swaps Other features in the index amortizing rate swap Contracts with embedded decisions More interest rate derivatives We are experienced Consultant to help you finish your Thesis/Dissertation We are located in South Jakarta, Kuningan, Rasuna Said The forward rate equation The spot rate process The nonMarkov nature of HJM

DINAMIKA RISET WILL HELP YOU TO FINISH YOUR THESIS/DISSERTATION, CONTACT PERSON Wawan 081294635021   Below are some topics which important for your thesis/dissertation: The market price of risk Real and risk neutral The relationship between the risk-neutral forward rate drift and volatility Pricing derivatives Simulations Trees The Musiela parameterization Multifactor HJM Spreadsheet implementation A simple onefactor exampleHo & Lee Principal Component Analysis The power method Options on equities, etc Noninfinitesimal short rate The Brace, Gatarek & Musiela model Simulations PVing the cashflows We are experienced Consultant to help you finish your Thesis/Dissertation We are located in South Jakarta, Kuningan, Rasuna Said Investment Lessons from Blackjack and Gambling The rules of blackjack Beating the dealer We are experienced Consultant to help you finish your Thesis/Dissertation We are located in South Jakarta, Kuningan, Rasuna Said winning at blackjack The distribution of profit in blackjack The Kelly criterion Can you win at roulette? Horse race betting and no arbitrage Setting the odds in a sporting game The mathematics Arbitrage How best to profit from the opportunity? How to bet We are experienced Consultant to help you finish your Thesis/Dissertation We are located in South Jakarta, Kuningan, Rasuna Said Portfolio Management Diversification Uncorrelated assets Modern portfolio theory Including a risk-free investment Where do I want to be on the efficient frontier? Markowitz in practice Capital Asset Pricing Model The single-index model Choosing the optimal portfolio The multi-index model Cointegration Performance measurement We are experienced Consultant to help you finish your Thesis/Dissertation We are located in South Jakarta, Kuningan, Rasuna Said Value at Risk

DINAMIKA RISET WILL HELP YOU TO FINISH YOUR THESIS/DISSERTATION, CONTACT PERSON Wawan 081294635021   Below are some topics which important for your thesis/dissertation: Definition of Value at Risk VaR for a single asset VaR for a portfolio VaR for derivatives The delta Approximation The delta/gamma Approximation Use of valuation models Fed-income portfolios Simulations Monte Carlo Bootstrapping Use of VaR as a performance measure Introductory Extreme Value Theory Some EVT results Coherence We are experienced Consultant to help you finish your Thesis/Dissertation We are located in South Jakarta, Kuningan, Rasuna Said Credit Risk The Merton model-equity as an option on a company's assets Risky bonds Modeling the risk of default The Poisson process and the instantaneous risk of default A note on hedging Time-dependent intensity and the term structure of default Stochastic risk of default Positive recovery Hedging the default Credit rating A model for change of credit rating Copulas-pricing credit derivatives with many underlyings The copula function The mathematical definition copulas Collateralized debt obligations We are experienced Consultant to help you finish your Thesis/Dissertation We are located in South Jakarta, Kuningan, Rasuna Said RiskMetrics and CreditMetrics The RiskMetrics datasets

DINAMIKA RISET WILL HELP YOU TO FINISH YOUR THESIS/DISSERTATION, CONTACT PERSON Wawan 081294635021 Below are some topics which important for your thesis/dissertationx Combining market microstructure and option theory Imitation Crisis prediction We are experienced Consultant to help you finish your Thesis/Dissertation We are located in South Jakarta, Kuningan, Rasuna Said A Trading Game Aims Object of the game Rules of the game Notes How to fill in your trading sheet During a trading round At the end of the game