Start Discovering Solved Questions and Your Course Assignments
TextBooks Included
Active Tutors
Asked Questions
Answered Questions
create a skew normal distribution in exceluse the density method approach to create a skew normal distribution in excel
calibrate sx5e returns to a students-t distribution in excel download sx5e historical prices from 1987 to the present
calibrate sampp 500 returns to a mixed normal in exceluse both the random variable approach and the density method for
create a mixture of gaussians in excel method one random variable approachthe model will have three inputs sigma1
create a gaussian random number generator in excelthis model will have two inputs sigma and mu use the inverse
volume adjustment for pairs trading for mcd versus xlyperform a rolling 60-day linear regression of volume adjusted
create a garch11 simulator in excel use the calibrated parameters of problem 4-3 generate 65000 paths for 100 days one
calibrate a garch11 process for sx5e1 find mu fromnbspnbsp mut where t 2 find s from er1-2 sigma2nbspt4 use the
create a brownian motion process for stock returns using monte carlo simulations in excel1 the inputs are the
one-time-step ohmc problemperform a one-time-step mc simulation of 1000000 paths use brownian motion or garch 11 or any
hermite cubic basis function expansionuse the hermite cubic basis functions 551 and 552 to approximate the function
linear basis function expansionuse the linear basis functions 54 to approximate the function s2nbspexp s-2 in the
generating correlated bivariate normal variablesif z1 and z2 are independent standard normal variables n0 1 one can
standard convention upfront paymentassume one enters into the 1yr cds quoted in figure 6-10 suppose this cds follows
keeping in mind the property acquired in week 2preparenbspa 5-year forecast of net operating income in a format similar
insurancea building is insured for 200000 with commercial property insurance policya policy has an 80 coinsurance
financial advisoras a financial advisor you are assigned a new client who is considering investing in one of two stocks
problem 1the article determination of the mtf of positive photoresists using teh monte carlo method photographic sci
the financial partners company is considering selecting project x the company expects the project will produce a
field industries outstanding bonds have a 25-year maturity and 1000 par value their nominal yield to maturity is 925
a 20-year treasury bond is issued with face value of 1000 paying interest of 68 per year if market yields increase
general matters outstanding bond issue has a coupon rate of 82 and it sells at a yield to maturity of 725 the firm
metals corp has 2575000 of debt 550000 of preferred stock and 18125000 of common equity metals corps after-tax cost of
1 you are considering an investment in a one-year government debt security with a yield of 45 percent or a highly
discuss which financial management practices are least effective in creating and monitoring an operating