2023 Financial engineering problem Not a big fun of option though I do love Monte Carlo method A bank | Assignment Collections
Computer Science 2023 Not A Big Fun Of Option Though I Do Love Monte Carlo Method. A Bank Has Written A Call Option On One Stock And A Put Option On Another Stock. Fo
2023 Financial engineering problem Not a big fun of option though I do love Monte Carlo method A bank | Assignment Collections
Financial engineering problem…
Not a big fun of option though I do love Monte Carlo method. A bank has written a call option on one stock and a put option on another stock. For the first option the stock price is 50, the strike price is 51, the volatility is 28% per annum, and the time to maturity is 9 months. For the second option the stock price is 20, the strike price is 19, and the volatility is 25% per annum, and the time to maturity is 1 year. Neither stock pays a dividend. The risk-free rate is 6% per annum, and the correlation between stock price returns is 0.4.
1. Using C/C++ or Java or Matlab to calculate the 10-day 99% Monte Carlo Simulation based VaR for the portfolio. Set the number of simulation to 5000.
2. What else data is required to calculate the 10-day 99% Historical based VaR for the portfolio?
We give our students 100% satisfaction with their assignments, which is one of the most important reasons students prefer us to other helpers. Our professional group and planners have more than ten years of rich experience. The only reason is that we have successfully helped more than 100000 students with their assignments on our inception days. Our expert group has more than 2200 professionals in different topics, and that is not all; we get more than 300 jobs every day more than 90% of the assignment get the conversion for payment.
Place Order Now
#write essay #research paper #blog writing #article writing #academic writer #reflective paper #essay pro #types of essays #write my essay #reflective essay #paper writer #essay writing service #essay writer free #essay helper #write my paper #assignment writer #write my essay for me #write an essay for me #uk essay #thesis writer #dissertation writing services #writing a research paper #academic essay #dissertation help #easy essay #do my essay #paper writing service #buy essay #essay writing help #essay service #dissertation writing #online essay writer #write my paper for me #types of essay writing #essay writing website #write my essay for free #reflective report #type my essay #thesis writing services #write paper for me #research paper writing service #essay paper #professional essay writers #write my essay online #essay help online #write my research paper #dissertation writing help #websites that write papers for you for free #write my essay for me cheap #pay someone to write my paper #pay someone to write my research paper
#Essaywriting #Academicwriting #Assignmenthelp #Nursingassignment #Nursinghomework #Psychologyassignment #Physicsassignment #Philosophyassignment #Religionassignment #History #Writing #writingtips #Students #universityassignment #onlinewriting #savvyessaywriters #onlineprowriters #assignmentcollection #excelsiorwriters #writinghub #study #exclusivewritings #myassignmentgeek #expertwriters #art #transcription #grammer #college #highschool #StudentsHelpingStudents #studentshirt #StudentShoe #StudentShoes #studentshoponline #studentshopping #studentshouse #StudentShoutout #studentshowcase2017 #StudentsHub #studentsieuczy #StudentsIn #studentsinberlin #studentsinbusiness #StudentsInDubai #studentsininternational
